+6.7%
AMZN vs AJG
+19.3%
-12.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.7% | +6.3% |
| 7D | +4.5% | +10.7% | -6.2% | +5.0% |
| 30D | +5.8% | +26.9% | -21.1% | +6.5% |
| 3M | -4.1% | +16.6% | -20.7% | -3.2% |
| 6M | -2.2% | +40.1% | -42.3% | -2.7% |
| YTD | +15.3% | +12.4% | +2.8% | +16.8% |
| 1Y | +6.7% | +15.9% | -9.2% | +8.3% |
| All | +6.7% | +19.3% | -12.6% | +8.3% |
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