+257,148.5%
AMZN vs AJG
+7,099.8%
+250,048.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.7% | -8.5% | +5.8% | +0.6% |
| 30D | -7.5% | -3.8% | -3.7% | -6.2% |
| 3M | +5.8% | +10.8% | -5.0% | +0.9% |
| 6M | +17.5% | +15.6% | +1.9% | +9.5% |
| YTD | +9.1% | -5.1% | +14.3% | +9.3% |
| 1Y | +9.4% | -16.0% | +25.4% | +14.1% |
| 3Y | +82.2% | +9.7% | +72.5% | +66.7% |
| 5Y | +45.2% | +77.8% | -32.6% | +8.9% |
| 10Y | +562.7% | +478.2% | +84.5% | +199.9% |
| All | +257,148.5% | +7,099.8% | +250,048.6% | +46,177.2% |
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