+42.2%
AMC vs AJG
+17.8%
+24.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -2.6% |
| 7D | -0.8% | -4.0% | +3.3% | -0.1% |
| 30D | -1.2% | +1.3% | -2.5% | -1.3% |
| 3M | +42.2% | +18.3% | +23.9% | +44.5% |
| All | +42.2% | +17.8% | +24.4% | +44.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling