+136.1%
C vs AJG
+75.6%
+60.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +0.3% | -8.5% | +8.8% | +2.9% |
| 30D | +2.0% | -3.8% | +5.8% | +3.0% |
| 3M | +4.4% | +10.8% | -6.5% | -0.2% |
| 6M | +28.3% | +15.6% | +12.7% | +20.6% |
| YTD | +20.5% | -5.1% | +25.6% | +21.0% |
| 1Y | +45.5% | -16.0% | +61.6% | +53.1% |
| 3Y | +274.0% | +9.7% | +264.3% | +240.4% |
| 5Y | +136.1% | +77.8% | +58.3% | +57.9% |
| All | +136.1% | +75.6% | +60.6% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling