+169.8%
AMAT vs AJG
-17.2%
+187.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | -0.3% |
| 7D | +0.4% | -8.3% | +8.7% | -5.4% |
| 30D | -16.6% | -5.7% | -11.0% | -19.6% |
| 3M | -17.3% | +9.1% | -26.4% | -12.0% |
| 6M | +30.3% | +15.2% | +15.1% | +42.7% |
| YTD | +78.3% | -6.3% | +84.6% | +83.0% |
| 1Y | +169.8% | -19.1% | +188.9% | +172.9% |
| All | +169.8% | -17.2% | +187.0% | +172.9% |
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