+14,450.6%
CAH vs AJG
+11,150.2%
+3,300.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -5.1% | -8.3% | +3.2% | -2.7% |
| 30D | +0.2% | -5.7% | +5.9% | +1.8% |
| 3M | +6.3% | +9.1% | -2.8% | +3.3% |
| 6M | +9.4% | +15.2% | -5.8% | +4.4% |
| YTD | +15.0% | -6.3% | +21.3% | +15.8% |
| 1Y | +55.4% | -19.1% | +74.6% | +63.1% |
| 3Y | +173.8% | +8.2% | +165.6% | +162.3% |
| 5Y | +395.2% | +75.6% | +319.6% | +310.1% |
| 10Y | +293.2% | +471.1% | -177.9% | +137.0% |
| All | +14,450.6% | +11,150.2% | +3,300.4% | +4,141.8% |
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