+227.2%
AMAT vs AJG
+10.0%
+217.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -1.7% |
| 7D | +6.9% | -7.4% | +14.3% | +4.4% |
| 30D | -10.1% | -3.0% | -7.1% | -10.8% |
| 3M | -6.0% | +12.8% | -18.8% | -3.3% |
| 6M | +38.6% | +12.8% | +25.8% | +43.3% |
| YTD | +83.1% | -4.7% | +87.8% | +88.3% |
| 1Y | +188.3% | -17.2% | +205.5% | +199.6% |
| All | +227.2% | +10.0% | +217.2% | +222.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling