+10.7%
CARR vs AJG
+74.4%
-63.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.8% |
| 7D | -3.8% | -8.3% | +4.5% | -1.1% |
| 30D | -8.9% | -5.7% | -3.2% | -7.3% |
| 3M | -17.3% | +9.1% | -26.4% | -21.1% |
| 6M | -1.4% | +15.2% | -16.6% | -8.7% |
| YTD | +10.0% | -6.3% | +16.3% | +11.3% |
| 1Y | -6.4% | -19.1% | +12.8% | +1.9% |
| 3Y | +1.5% | +8.2% | -6.7% | -10.9% |
| All | +10.7% | +74.4% | -63.7% | -30.6% |
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