+25.2%
COP vs AJG
+8.2%
+17.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.3% |
| 7D | +2.3% | -8.3% | +10.6% | +3.1% |
| 30D | +8.6% | -5.7% | +14.3% | +9.2% |
| 3M | +19.9% | +9.1% | +10.8% | +18.6% |
| 6M | +19.0% | +15.2% | +3.8% | +17.0% |
| YTD | +50.0% | -6.3% | +56.3% | +51.1% |
| 1Y | +50.5% | -19.1% | +69.6% | +54.2% |
| 3Y | +25.2% | +8.2% | +17.0% | +25.1% |
| All | +25.2% | +8.2% | +17.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling