+11,601.2%
COST vs AJG
+11,150.2%
+451.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.2% | -8.3% | +7.1% | +1.3% |
| 30D | -4.7% | -5.7% | +1.0% | -3.1% |
| 3M | -7.1% | +9.1% | -16.2% | -9.7% |
| 6M | -8.5% | +15.2% | -23.8% | -12.8% |
| YTD | +5.4% | -6.3% | +11.7% | +6.3% |
| 1Y | -5.6% | -19.1% | +13.5% | -0.7% |
| 3Y | +68.5% | +8.2% | +60.3% | +61.3% |
| 5Y | +105.2% | +75.6% | +29.6% | +70.3% |
| 10Y | +610.7% | +471.1% | +139.6% | +316.7% |
| All | +11,601.2% | +11,150.2% | +451.0% | +2,726.3% |
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