+8.9%
CAT vs AJG
+19.3%
-10.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.5% | -10.7% | -2.6% |
| 7D | -17.1% | +10.7% | -27.8% | -12.6% |
| 30D | -30.1% | +26.9% | -57.0% | -21.7% |
| 3M | -32.4% | +16.6% | -48.9% | -26.6% |
| 6M | -32.1% | +40.1% | -72.3% | -20.4% |
| YTD | +4.1% | +12.4% | -8.4% | +19.0% |
| 1Y | +8.9% | +15.9% | -7.0% | +25.2% |
| All | +8.9% | +19.3% | -10.4% | +25.2% |
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