+79.4%
AMZN vs AJG
+8.2%
+71.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.0% |
| 7D | -0.7% | -8.3% | +7.6% | -0.4% |
| 30D | -3.9% | -5.7% | +1.7% | -3.7% |
| 3M | +6.3% | +9.1% | -2.8% | +5.5% |
| 6M | +20.8% | +15.2% | +5.5% | +19.5% |
| YTD | +11.2% | -6.3% | +17.5% | +11.4% |
| 1Y | +11.7% | -19.1% | +30.8% | +13.7% |
| 3Y | +79.4% | +8.2% | +71.2% | +65.0% |
| All | +79.4% | +8.2% | +71.3% | +65.0% |
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