+780.7%
GOOG vs AJG
+473.1%
+307.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +2.0% |
| 7D | 0.0% | -8.3% | +8.3% | +3.3% |
| 30D | -2.0% | -5.7% | +3.7% | +0.1% |
| 3M | -5.9% | +9.1% | -14.9% | -9.9% |
| 6M | +8.9% | +15.2% | -6.3% | +1.3% |
| YTD | +7.1% | -6.3% | +13.4% | +8.0% |
| 1Y | +39.7% | -19.1% | +58.8% | +49.7% |
| 3Y | +145.8% | +8.2% | +137.6% | +115.8% |
| 5Y | +138.6% | +75.6% | +63.0% | +56.9% |
| All | +780.7% | +473.1% | +307.6% | +255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling