+683.5%
CLF vs AJG
+11,671.2%
-10,987.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | 0.0% |
| 7D | +6.5% | -3.8% | +10.3% | +8.2% |
| 30D | +0.2% | +1.6% | -1.4% | -0.7% |
| 3M | -3.1% | +18.6% | -21.7% | -11.0% |
| 6M | +25.0% | +10.9% | +14.1% | +17.4% |
| YTD | -7.5% | -2.0% | -5.5% | -8.3% |
| 1Y | +11.5% | -14.9% | +26.5% | +16.7% |
| 3Y | -13.7% | +13.4% | -27.1% | -21.9% |
| 5Y | -47.0% | +83.2% | -130.2% | -60.9% |
| 10Y | +116.3% | +484.3% | -367.9% | +5.5% |
| All | +683.5% | +11,671.2% | -10,987.7% | +101.4% |
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