+10,299.8%
CSX vs AJG
+13,145.4%
-2,845.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | +6.0% | +0.5% | +5.5% | +5.8% |
| 30D | +7.8% | +19.4% | -11.6% | +1.5% |
| 3M | +4.1% | +11.9% | -7.8% | -0.2% |
| 6M | +17.9% | +48.3% | -30.3% | +2.2% |
| YTD | +44.9% | +10.3% | +34.6% | +37.7% |
| 1Y | +51.1% | +11.5% | +39.6% | +42.9% |
| 3Y | +78.3% | +17.5% | +60.7% | +62.9% |
| 5Y | +58.1% | +79.8% | -21.7% | +23.9% |
| 10Y | +417.9% | +541.5% | -123.6% | +172.0% |
| All | +10,299.8% | +13,145.4% | -2,845.6% | +3,143.8% |
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