+6,610.0%
AXP vs AJG
+12,164.6%
-5,554.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | -2.1% | -1.8% | -0.3% | -1.2% |
| 30D | -6.5% | +4.6% | -11.2% | -8.7% |
| 3M | +4.6% | +24.9% | -20.3% | -6.9% |
| 6M | +5.4% | +17.2% | -11.8% | -3.8% |
| YTD | -11.1% | +2.2% | -13.3% | -13.9% |
| 1Y | -0.3% | -11.5% | +11.2% | +3.1% |
| 3Y | +111.6% | +16.7% | +94.9% | +87.0% |
| 5Y | +117.6% | +89.6% | +28.0% | +50.5% |
| 10Y | +474.1% | +512.4% | -38.3% | +136.4% |
| All | +6,610.0% | +12,164.6% | -5,554.6% | +1,211.7% |
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