+9,772.3%
CSX vs AJG
+12,164.7%
-2,392.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.4% |
| 7D | -3.4% | -1.8% | -1.6% | -2.8% |
| 30D | -3.1% | +4.6% | -7.7% | -4.7% |
| 3M | +7.2% | +24.9% | -17.7% | -1.2% |
| 6M | +16.2% | +17.2% | -1.0% | +8.9% |
| YTD | +37.5% | +2.2% | +35.4% | +34.5% |
| 1Y | +53.2% | -11.5% | +64.7% | +57.0% |
| 3Y | +68.2% | +16.7% | +51.5% | +54.4% |
| 5Y | +65.2% | +89.6% | -24.4% | +27.4% |
| 10Y | +504.1% | +512.4% | -8.3% | +223.9% |
| All | +9,772.3% | +12,164.7% | -2,392.4% | +3,069.2% |
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