+137,736.4%
AMAT vs AJG
+12,164.6%
+125,571.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.9% |
| 7D | -1.5% | -1.8% | +0.3% | -0.9% |
| 30D | -14.8% | +4.6% | -19.4% | -16.5% |
| 3M | -9.3% | +24.9% | -34.2% | -18.6% |
| 6M | +27.4% | +17.2% | +10.2% | +16.1% |
| YTD | +77.6% | +2.2% | +75.4% | +69.5% |
| 1Y | +188.9% | -11.5% | +200.5% | +190.1% |
| 3Y | +202.3% | +16.7% | +185.6% | +164.0% |
| 5Y | +248.9% | +89.6% | +159.3% | +150.0% |
| 10Y | +1,585.2% | +512.4% | +1,072.8% | +697.5% |
| All | +137,736.4% | +12,164.6% | +125,571.8% | +34,506.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling