+95.4%
CAT vs AJG
-12.9%
+108.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.1% |
| 7D | +1.7% | -1.8% | +3.5% | +1.0% |
| 30D | -6.6% | +4.6% | -11.2% | -4.6% |
| 3M | -13.3% | +24.9% | -38.2% | -5.3% |
| 6M | +11.6% | +17.2% | -5.6% | +21.0% |
| YTD | +42.9% | +2.2% | +40.8% | +52.9% |
| 1Y | +95.4% | -11.5% | +107.0% | +113.1% |
| All | +95.4% | -12.9% | +108.3% | +113.1% |
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