+1.8%
CMCSA vs AJG
+19.3%
-17.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.5% | -0.5% | +3.2% |
| 7D | +15.2% | +10.7% | +4.5% | +11.6% |
| 30D | +17.0% | +26.9% | -9.9% | +9.2% |
| 3M | +1.2% | +16.6% | -15.3% | -3.3% |
| 6M | -5.5% | +40.1% | -45.6% | -12.2% |
| YTD | -6.5% | +12.4% | -19.0% | -10.4% |
| 1Y | +1.8% | +15.9% | -14.1% | -2.5% |
| All | +1.8% | +19.3% | -17.5% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling