+394.8%
AMD vs AJG
+10.0%
+384.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +2.0% |
| 7D | +14.0% | -7.4% | +21.4% | +11.1% |
| 30D | +11.0% | -3.0% | +13.9% | +10.1% |
| 3M | +9.6% | +12.8% | -3.3% | +13.2% |
| 6M | +157.1% | +12.8% | +144.3% | +168.2% |
| YTD | +143.3% | -4.7% | +148.1% | +154.2% |
| 1Y | +234.4% | -17.2% | +251.6% | +255.7% |
| All | +394.8% | +10.0% | +384.8% | +357.5% |
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