+4,569.6%
COP vs AJG
+11,335.6%
-6,766.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.9% |
| 7D | -0.5% | -7.4% | +6.9% | +1.7% |
| 30D | +11.7% | -3.0% | +14.7% | +12.5% |
| 3M | +17.7% | +12.8% | +4.8% | +12.9% |
| 6M | +18.3% | +12.8% | +5.5% | +13.1% |
| YTD | +49.1% | -4.7% | +53.8% | +49.4% |
| 1Y | +53.3% | -17.2% | +70.5% | +59.8% |
| 3Y | +22.2% | +10.2% | +12.0% | +14.9% |
| 5Y | +193.3% | +76.9% | +116.4% | +136.3% |
| 10Y | +340.2% | +480.5% | -140.3% | +163.9% |
| All | +4,569.6% | +11,335.6% | -6,766.0% | +1,529.0% |
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 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