+8.3%
DIS vs AJG
+19.3%
-11.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.8% |
| 7D | +9.1% | +10.7% | -1.6% | +6.4% |
| 30D | +14.8% | +26.9% | -12.1% | +8.5% |
| 3M | +21.2% | +16.6% | +4.6% | +16.8% |
| 6M | +18.3% | +40.1% | -21.8% | +10.6% |
| YTD | +5.4% | +12.4% | -7.1% | +4.2% |
| 1Y | +8.3% | +15.9% | -7.7% | +5.8% |
| All | +8.3% | +19.3% | -11.1% | +5.8% |
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 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