+1,154.5%
C vs AJG
+11,671.2%
-10,516.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.6% |
| 7D | +3.2% | -3.8% | +6.9% | +5.4% |
| 30D | +1.3% | +1.6% | -0.3% | 0.0% |
| 3M | +3.1% | +18.6% | -15.5% | -8.0% |
| 6M | +29.6% | +10.9% | +18.7% | +19.4% |
| YTD | +19.0% | -2.0% | +20.9% | +16.7% |
| 1Y | +45.6% | -14.9% | +60.6% | +54.1% |
| 3Y | +269.3% | +13.4% | +255.9% | +220.7% |
| 5Y | +131.6% | +83.2% | +48.3% | +48.0% |
| 10Y | +286.5% | +484.3% | -197.7% | +28.1% |
| All | +1,154.5% | +11,671.2% | -10,516.7% | +41.9% |
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 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