+143.3%
DELL vs AJG
+19.3%
+124.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.5% | -14.3% | -5.8% |
| 7D | -24.6% | +10.7% | -35.3% | -19.9% |
| 30D | -32.5% | +26.9% | -59.4% | -23.7% |
| 3M | -20.2% | +16.6% | -36.8% | -12.2% |
| 6M | +76.5% | +40.1% | +36.3% | +97.8% |
| YTD | +198.9% | +12.4% | +186.5% | +232.5% |
| 1Y | +143.3% | +15.9% | +127.4% | +176.9% |
| All | +143.3% | +19.3% | +124.0% | +176.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling