+11,477.5%
AMD vs AJG
+12,164.6%
-687.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.3% |
| 7D | +2.6% | -1.8% | +4.4% | +3.3% |
| 30D | -0.9% | +4.6% | -5.6% | -3.2% |
| 3M | -8.7% | +24.9% | -33.6% | -19.3% |
| 6M | +136.3% | +17.2% | +119.1% | +111.8% |
| YTD | +123.0% | +2.2% | +120.8% | +110.4% |
| 1Y | +195.2% | -11.5% | +206.7% | +194.6% |
| 3Y | +336.3% | +16.7% | +319.6% | +272.4% |
| 5Y | +334.5% | +89.6% | +244.8% | +196.9% |
| 10Y | +6,259.1% | +512.4% | +5,746.7% | +2,477.8% |
| All | +11,477.5% | +12,164.6% | -687.2% | +1,273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling