+25,808.1%
CAT vs AJG
+12,164.6%
+13,643.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | +1.7% | -1.8% | +3.5% | +2.3% |
| 30D | -6.6% | +4.6% | -11.2% | -8.1% |
| 3M | -13.3% | +24.9% | -38.2% | -20.4% |
| 6M | +11.6% | +17.2% | -5.6% | +3.9% |
| YTD | +42.9% | +2.2% | +40.8% | +38.6% |
| 1Y | +95.4% | -11.5% | +107.0% | +97.9% |
| 3Y | +196.6% | +16.7% | +179.9% | +167.9% |
| 5Y | +321.7% | +89.6% | +232.0% | +218.9% |
| 10Y | +1,140.8% | +512.4% | +628.4% | +534.7% |
| All | +25,808.1% | +12,164.6% | +13,643.4% | +6,982.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling