+46.2%
GOOGL vs AJG
-12.9%
+59.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.3% |
| 7D | -2.3% | -1.8% | -0.5% | -2.5% |
| 30D | -6.6% | +4.6% | -11.2% | -5.9% |
| 3M | -8.9% | +24.9% | -33.9% | -5.9% |
| 6M | +11.9% | +17.2% | -5.3% | +14.6% |
| YTD | +8.3% | +2.2% | +6.2% | +8.4% |
| 1Y | +46.2% | -11.5% | +57.7% | +42.9% |
| All | +46.2% | -12.9% | +59.1% | +42.9% |
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