+755.6%
GOOGL vs AJG
+473.1%
+282.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | 0.0% | -8.3% | +8.3% | +3.3% |
| 30D | -1.4% | -5.7% | +4.3% | +0.7% |
| 3M | -5.3% | +9.1% | -14.4% | -9.3% |
| 6M | +9.8% | +15.2% | -5.4% | +2.2% |
| YTD | +8.4% | -6.3% | +14.7% | +9.3% |
| 1Y | +41.2% | -19.1% | +60.3% | +51.4% |
| 3Y | +149.6% | +8.2% | +141.3% | +119.1% |
| 5Y | +142.6% | +75.6% | +66.9% | +59.4% |
| All | +755.6% | +473.1% | +282.5% | +241.7% |
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