+1.4%
AVGO vs AJG
-17.2%
+18.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | -0.3% |
| 7D | +1.1% | -8.3% | +9.4% | -3.1% |
| 30D | -13.0% | -5.7% | -7.3% | -15.2% |
| 3M | -6.0% | +9.1% | -15.0% | -1.2% |
| 6M | +6.4% | +15.2% | -8.8% | +15.4% |
| YTD | +5.0% | -6.3% | +11.3% | +2.3% |
| 1Y | +1.4% | -19.1% | +20.5% | -8.3% |
| All | +1.4% | -17.2% | +18.6% | -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