+147.1%
AMAT vs AJG
+79.0%
+68.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.8% | -2.8% |
| 7D | +11.4% | +0.5% | +10.9% | +11.3% |
| 30D | -17.0% | +19.4% | -36.4% | -17.8% |
| 3M | -30.6% | +11.9% | -42.5% | -31.0% |
| 6M | -14.9% | +48.3% | -63.2% | -22.2% |
| YTD | +44.7% | +10.3% | +34.4% | +44.8% |
| 1Y | +66.9% | +11.5% | +55.4% | +65.9% |
| 3Y | +153.3% | +17.5% | +135.8% | +123.4% |
| All | +147.1% | +79.0% | +68.1% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling