+4,830.4%
CL vs AJG
+11,639.9%
-6,809.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.6% |
| 7D | -1.4% | -4.0% | +2.7% | -0.5% |
| 30D | -5.2% | +1.3% | -6.6% | -5.6% |
| 3M | +3.3% | +18.3% | -15.0% | -0.7% |
| 6M | -4.4% | +10.6% | -15.0% | -6.9% |
| YTD | +13.9% | -2.2% | +16.1% | +13.7% |
| 1Y | +7.6% | -15.2% | +22.8% | +10.8% |
| 3Y | +29.6% | +13.1% | +16.5% | +24.1% |
| 5Y | +28.1% | +82.8% | -54.7% | +9.6% |
| 10Y | +53.4% | +482.7% | -429.3% | +2.8% |
| All | +4,830.4% | +11,639.9% | -6,809.5% | +1,917.4% |
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