+40.3%
BMY vs AJG
-17.2%
+57.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | -4.8% | -8.3% | +3.5% | -3.8% |
| 30D | -0.1% | -5.7% | +5.6% | +0.6% |
| 3M | +13.1% | +9.1% | +4.0% | +12.4% |
| 6M | +8.4% | +15.2% | -6.8% | +7.3% |
| YTD | +22.0% | -6.3% | +28.3% | +21.5% |
| 1Y | +40.3% | -19.1% | +59.4% | +39.3% |
| All | +40.3% | -17.2% | +57.5% | +39.3% |
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