+31,674.6%
AVGO vs AJG
+1,499.4%
+30,175.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.0% | -8.5% | +9.5% | +5.5% |
| 30D | -13.3% | -3.8% | -9.5% | -12.0% |
| 3M | -2.9% | +10.8% | -13.7% | -10.1% |
| 6M | +5.7% | +15.6% | -9.9% | -5.8% |
| YTD | +4.6% | -5.1% | +9.8% | +3.1% |
| 1Y | -1.6% | -16.0% | +14.4% | +2.7% |
| 3Y | +336.2% | +9.7% | +326.5% | +257.4% |
| 5Y | +695.6% | +77.8% | +617.8% | +350.1% |
| 10Y | +2,827.6% | +478.2% | +2,349.4% | +568.5% |
| All | +31,674.6% | +1,499.4% | +30,175.3% | +3,602.2% |
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