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  • CAT vs AJG✓SelectedUSD · AJGCAT vs AJG performance historyLatest closeAs of+1.05%09/08
Stock and ETF performance explorer

CAT vs AJG

vs
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Portfolio return
+26,079.9%
AJG return
+11,671.2%
Excess return
+14,408.7%
Maximum drawdown
-73.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioAJGExcessAlpha
1D+1.0%-4.0%+5.1%+2.3%
7D+5.6%-3.8%+9.3%+6.8%
30D-2.3%+1.6%-4.0%-3.1%
3M-10.0%+18.6%-28.6%-16.0%
6M+21.2%+10.9%+10.4%+14.8%
YTD+44.4%-2.0%+46.4%+41.8%
1Y+96.3%-14.9%+111.2%+101.1%
3Y+203.9%+13.4%+190.5%+176.7%
5Y+333.5%+83.2%+250.3%+231.3%
10Y+1,126.0%+484.3%+641.8%+536.2%
All+26,079.9%+11,671.2%+14,408.7%+7,147.0%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling