+3,847.4%
ANET vs AJG
+473.1%
+3,374.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +6.1% |
| 7D | +3.0% | -8.3% | +11.3% | +6.8% |
| 30D | -5.2% | -5.7% | +0.5% | -3.1% |
| 3M | +27.6% | +9.1% | +18.5% | +19.8% |
| 6M | +44.4% | +15.2% | +29.2% | +31.3% |
| YTD | +52.3% | -6.3% | +58.6% | +52.2% |
| 1Y | +30.4% | -19.1% | +49.5% | +39.9% |
| 3Y | +313.3% | +8.2% | +305.0% | +255.1% |
| 5Y | +810.0% | +75.6% | +734.4% | +466.7% |
| All | +3,847.4% | +473.1% | +3,374.3% | +1,090.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling