+8,378.1%
AMD vs AJG
+480.2%
+7,897.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +10.4% | -8.5% | +18.9% | +14.2% |
| 30D | +6.2% | -3.8% | +9.9% | +7.2% |
| 3M | +11.3% | +10.8% | +0.5% | +2.9% |
| 6M | +147.8% | +15.6% | +132.2% | +120.1% |
| YTD | +135.2% | -5.1% | +140.3% | +130.0% |
| 1Y | +215.7% | -16.0% | +231.7% | +228.7% |
| 3Y | +374.7% | +9.7% | +364.9% | +287.1% |
| 5Y | +378.7% | +77.8% | +300.9% | +170.5% |
| All | +8,378.1% | +480.2% | +7,897.9% | +2,095.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling