+59.2%
CSX vs AJG
+79.1%
-19.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.5% |
| 7D | +3.1% | -3.8% | +6.8% | +4.3% |
| 30D | +9.7% | +19.1% | -9.3% | +4.3% |
| 3M | +4.9% | +8.8% | -3.9% | +2.1% |
| 6M | +18.4% | +41.3% | -23.0% | +5.5% |
| YTD | +45.9% | +8.1% | +37.8% | +41.6% |
| 1Y | +50.0% | +9.6% | +40.3% | +44.6% |
| 3Y | +78.0% | +15.0% | +63.1% | +62.2% |
| 5Y | +59.2% | +76.2% | -17.0% | +10.9% |
| All | +59.2% | +79.1% | -19.9% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling