+327.9%
CAT vs AJG
+75.6%
+252.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +0.6% | -8.5% | +9.1% | +1.4% |
| 30D | -4.5% | -3.8% | -0.8% | -4.3% |
| 3M | -5.8% | +10.8% | -16.6% | -7.8% |
| 6M | +12.7% | +15.6% | -2.9% | +9.1% |
| YTD | +41.4% | -5.1% | +46.5% | +43.3% |
| 1Y | +92.1% | -16.0% | +108.1% | +101.6% |
| 3Y | +197.5% | +9.7% | +187.7% | +172.5% |
| 5Y | +327.9% | +77.8% | +250.1% | +208.7% |
| All | +327.9% | +75.6% | +252.3% | +208.7% |
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