+113.5%
CSCO vs AJG
+8.2%
+105.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.4% |
| 7D | +2.7% | -8.3% | +11.0% | +3.2% |
| 30D | -9.5% | -5.7% | -3.8% | -9.2% |
| 3M | -7.6% | +9.1% | -16.7% | -8.7% |
| 6M | +44.9% | +15.2% | +29.7% | +41.8% |
| YTD | +47.7% | -6.3% | +54.0% | +47.9% |
| 1Y | +69.1% | -19.1% | +88.2% | +74.3% |
| 3Y | +113.5% | +8.2% | +105.3% | +110.7% |
| All | +113.5% | +8.2% | +105.3% | +110.7% |
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