+4,013.6%
CMG vs AJG
+1,373.9%
+2,639.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -2.1% | -8.3% | +6.2% | +2.1% |
| 30D | +10.9% | -5.7% | +16.6% | +14.0% |
| 3M | +15.8% | +9.1% | +6.8% | +10.3% |
| 6M | +6.9% | +15.2% | -8.3% | -1.3% |
| YTD | -2.2% | -6.3% | +4.1% | -0.6% |
| 1Y | -7.1% | -19.1% | +12.0% | +1.2% |
| 3Y | -7.1% | +8.2% | -15.4% | -14.8% |
| 5Y | -4.8% | +75.6% | -80.4% | -32.6% |
| 10Y | +324.3% | +471.1% | -146.8% | +63.5% |
| All | +4,013.6% | +1,373.9% | +2,639.7% | +865.6% |
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