+18.4%
CSX vs AJG
+39.9%
-21.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.2% |
| 7D | +3.1% | -3.8% | +6.8% | +3.8% |
| 30D | +9.7% | +19.1% | -9.3% | +7.5% |
| 3M | +4.9% | +8.8% | -3.9% | +3.7% |
| 6M | +18.4% | +41.3% | -23.0% | +12.9% |
| All | +18.4% | +39.9% | -21.5% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling