+91.5%
CAT vs AJG
-17.2%
+108.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.2% |
| 7D | +0.6% | -8.3% | +8.8% | -2.9% |
| 30D | -4.3% | -5.7% | +1.3% | -6.3% |
| 3M | -8.6% | +9.1% | -17.7% | -4.7% |
| 6M | +16.1% | +15.2% | +0.9% | +23.5% |
| YTD | +43.8% | -6.3% | +50.1% | +48.5% |
| 1Y | +91.5% | -19.1% | +110.6% | +101.5% |
| All | +91.5% | -17.2% | +108.6% | +101.5% |
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