+220,816.6%
CSCO vs AJG
+12,081.4%
+208,735.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.2% |
| 7D | 0.0% | -7.4% | +7.4% | +2.6% |
| 30D | -10.7% | -3.0% | -7.8% | -10.0% |
| 3M | -8.7% | +12.8% | -21.6% | -13.4% |
| 6M | +44.9% | +12.8% | +32.1% | +36.9% |
| YTD | +44.1% | -4.7% | +48.9% | +43.8% |
| 1Y | +65.9% | -17.2% | +83.1% | +73.2% |
| 3Y | +109.0% | +10.2% | +98.8% | +93.3% |
| 5Y | +114.8% | +76.9% | +37.8% | +65.5% |
| 10Y | +377.3% | +480.5% | -103.2% | +139.1% |
| All | +220,816.6% | +12,081.4% | +208,735.3% | +49,996.7% |
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 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