+60.7%
COP vs AJG
+19.3%
+41.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.5% | -10.6% | -5.6% |
| 7D | -8.1% | +10.7% | -18.9% | -9.0% |
| 30D | +6.7% | +26.9% | -20.3% | +4.3% |
| 3M | +16.9% | +16.6% | +0.3% | +15.1% |
| 6M | +11.2% | +40.1% | -28.9% | +7.5% |
| YTD | +49.5% | +12.4% | +37.1% | +51.6% |
| 1Y | +60.7% | +15.9% | +44.8% | +63.0% |
| All | +60.7% | +19.3% | +41.3% | +63.0% |
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