+67.2%
CAH vs AJG
-12.9%
+80.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +5.4% | -1.8% | +7.2% | +5.6% |
| 30D | +3.3% | +4.6% | -1.3% | +2.7% |
| 3M | +22.8% | +24.9% | -2.1% | +19.5% |
| 6M | +11.3% | +17.2% | -5.9% | +8.3% |
| YTD | +21.1% | +2.2% | +19.0% | +18.6% |
| 1Y | +67.2% | -11.5% | +78.8% | +71.9% |
| All | +67.2% | -12.9% | +80.1% | +71.9% |
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 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