+112,209.8%
AMAT vs AJG
+13,145.4%
+99,064.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.8% | -3.5% |
| 7D | +11.4% | +0.5% | +10.9% | +11.1% |
| 30D | -17.0% | +19.4% | -36.4% | -22.8% |
| 3M | -30.6% | +11.9% | -42.5% | -34.4% |
| 6M | -14.9% | +48.3% | -63.2% | -29.6% |
| YTD | +44.7% | +10.3% | +34.4% | +32.6% |
| 1Y | +66.9% | +11.5% | +55.4% | +51.9% |
| 3Y | +153.3% | +17.5% | +135.8% | +118.8% |
| 5Y | +146.2% | +79.8% | +66.5% | +78.7% |
| 10Y | +1,330.3% | +541.5% | +788.8% | +556.7% |
| All | +112,209.8% | +13,145.4% | +99,064.4% | +26,973.0% |
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