+336.8%
AVGO vs AJG
+8.2%
+328.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | 0.0% |
| 7D | +1.1% | -8.3% | +9.4% | -0.9% |
| 30D | -13.0% | -5.7% | -7.3% | -14.1% |
| 3M | -6.0% | +9.1% | -15.0% | -4.2% |
| 6M | +6.4% | +15.2% | -8.8% | +9.7% |
| YTD | +5.0% | -6.3% | +11.3% | +6.0% |
| 1Y | +1.4% | -19.1% | +20.5% | +2.7% |
| 3Y | +336.8% | +8.2% | +328.6% | +298.9% |
| All | +336.8% | +8.2% | +328.6% | +298.9% |
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