+17,047.2%
COR vs AJG
+6,749.8%
+10,297.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.5% |
| 7D | -3.9% | -7.4% | +3.5% | -1.6% |
| 30D | -0.3% | -3.0% | +2.6% | +0.5% |
| 3M | +15.9% | +12.8% | +3.0% | +11.4% |
| 6M | -10.3% | +12.8% | -23.1% | -13.8% |
| YTD | -3.7% | -4.7% | +1.0% | -3.1% |
| 1Y | +9.1% | -17.2% | +26.3% | +14.3% |
| 3Y | +86.6% | +10.2% | +76.4% | +76.7% |
| 5Y | +180.9% | +76.9% | +104.0% | +127.3% |
| 10Y | +407.4% | +480.5% | -73.1% | +189.4% |
| All | +17,047.2% | +6,749.8% | +10,297.4% | +4,946.1% |
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 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