+357.3%
AMD vs AJG
+17.5%
+339.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.0% | -10.8% | -7.8% |
| 7D | +18.9% | +0.5% | +18.5% | +19.4% |
| 30D | -6.4% | +19.4% | -25.8% | +2.0% |
| 3M | +10.6% | +11.9% | -1.3% | +18.4% |
| 6M | +19.9% | +48.3% | -28.4% | +37.6% |
| YTD | +149.4% | +10.3% | +139.0% | +182.1% |
| 1Y | +115.4% | +11.5% | +103.9% | +143.6% |
| 3Y | +357.3% | +17.5% | +339.7% | +397.5% |
| All | +357.3% | +17.5% | +339.8% | +397.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling