+70.6%
CSX vs AJG
+12.1%
+58.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.2% |
| 7D | +0.6% | -3.8% | +4.4% | +1.2% |
| 30D | -2.3% | +1.6% | -3.9% | -2.5% |
| 3M | +4.3% | +18.6% | -14.3% | +1.3% |
| 6M | +23.4% | +10.9% | +12.5% | +21.0% |
| YTD | +36.4% | -2.0% | +38.4% | +37.0% |
| 1Y | +53.0% | -14.9% | +68.0% | +59.1% |
| 3Y | +70.6% | +13.4% | +57.2% | +64.4% |
| All | +70.6% | +12.1% | +58.5% | +64.4% |
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