+188.9%
AMAT vs AJG
-12.9%
+201.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +3.3% |
| 7D | -1.5% | -1.8% | +0.3% | -2.7% |
| 30D | -14.8% | +4.6% | -19.4% | -11.7% |
| 3M | -9.3% | +24.9% | -34.2% | +4.0% |
| 6M | +27.4% | +17.2% | +10.2% | +44.5% |
| YTD | +77.6% | +2.2% | +75.4% | +94.0% |
| 1Y | +188.9% | -11.5% | +200.5% | +216.4% |
| All | +188.9% | -12.9% | +201.8% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling