+1,500.5%
CIEN vs AJG
+473.1%
+1,027.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.8% |
| 7D | +8.9% | -8.3% | +17.2% | +11.3% |
| 30D | -19.1% | -5.7% | -13.4% | -18.2% |
| 3M | -21.5% | +9.1% | -30.6% | -25.3% |
| 6M | +2.8% | +15.2% | -12.4% | -5.2% |
| YTD | +49.5% | -6.3% | +55.8% | +47.7% |
| 1Y | +163.8% | -19.1% | +182.9% | +177.5% |
| 3Y | +615.8% | +8.2% | +607.6% | +516.1% |
| 5Y | +548.4% | +75.6% | +472.7% | +310.7% |
| All | +1,500.5% | +473.1% | +1,027.4% | +349.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling