+1,321.9%
AMAT vs AJG
+538.5%
+783.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.8% | -3.6% |
| 7D | +11.4% | +0.5% | +10.9% | +11.1% |
| 30D | -17.0% | +19.4% | -36.4% | -23.8% |
| 3M | -30.6% | +11.9% | -42.5% | -35.1% |
| 6M | -14.9% | +48.3% | -63.2% | -34.1% |
| YTD | +44.7% | +10.3% | +34.4% | +30.7% |
| 1Y | +66.9% | +11.5% | +55.4% | +49.0% |
| 3Y | +153.3% | +17.5% | +135.8% | +100.2% |
| 5Y | +146.2% | +79.8% | +66.5% | +34.0% |
| All | +1,321.9% | +538.5% | +783.4% | +236.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling