+606.1%
COST vs AJG
+473.1%
+133.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.2% | -8.3% | +7.1% | +2.0% |
| 30D | -4.7% | -5.7% | +1.0% | -2.7% |
| 3M | -7.1% | +9.1% | -16.2% | -10.5% |
| 6M | -8.5% | +15.2% | -23.8% | -14.0% |
| YTD | +5.4% | -6.3% | +11.7% | +6.8% |
| 1Y | -5.6% | -19.1% | +13.5% | +1.2% |
| 3Y | +68.5% | +8.2% | +60.3% | +58.3% |
| 5Y | +105.2% | +75.6% | +29.6% | +57.8% |
| All | +606.1% | +473.1% | +133.0% | +269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling