+95.5%
AMD vs AJG
+19.3%
+76.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +6.2% |
| 7D | -15.5% | +10.7% | -26.2% | -6.4% |
| 30D | -22.6% | +26.9% | -49.5% | -2.0% |
| 3M | -5.7% | +16.6% | -22.3% | +11.9% |
| 6M | +43.1% | +40.1% | +3.0% | +100.5% |
| YTD | +128.2% | +12.4% | +115.8% | +189.7% |
| 1Y | +95.5% | +15.9% | +79.6% | +150.4% |
| All | +95.5% | +19.3% | +76.1% | +150.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling