+73.9%
CTVA vs AJG
+8.2%
+65.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -4.5% | -8.3% | +3.8% | -3.1% |
| 30D | +11.3% | -5.7% | +17.0% | +12.4% |
| 3M | +12.3% | +9.1% | +3.2% | +11.2% |
| 6M | +7.2% | +15.2% | -8.0% | +5.1% |
| YTD | +26.0% | -6.3% | +32.3% | +28.4% |
| 1Y | +16.0% | -19.1% | +35.1% | +22.3% |
| 3Y | +73.9% | +8.2% | +65.7% | +74.8% |
| All | +73.9% | +8.2% | +65.7% | +74.8% |
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 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