+946.8%
AWK vs AJG
+1,557.9%
-611.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -2.1% | -8.3% | +6.1% | +1.0% |
| 30D | +2.1% | -5.7% | +7.7% | +4.2% |
| 3M | +11.4% | +9.1% | +2.3% | +7.4% |
| 6M | +3.9% | +15.2% | -11.3% | -2.3% |
| YTD | +7.7% | -6.3% | +14.0% | +9.0% |
| 1Y | +1.3% | -19.1% | +20.4% | +8.3% |
| 3Y | +7.2% | +8.2% | -1.1% | +0.5% |
| 5Y | -17.0% | +75.6% | -92.6% | -36.4% |
| 10Y | +131.6% | +471.1% | -339.5% | +16.5% |
| All | +946.8% | +1,557.9% | -611.1% | +253.0% |
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