-2.5%
IBM vs AJG
-12.9%
+10.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.4% |
| 30D | +0.3% | +4.6% | -4.4% | -1.9% |
| 3M | -21.6% | +24.9% | -46.5% | -27.0% |
| 6M | -4.7% | +17.2% | -21.9% | -10.2% |
| YTD | -19.1% | +2.2% | -21.2% | -22.4% |
| 1Y | -2.5% | -11.5% | +9.0% | -3.5% |
| All | -2.5% | -12.9% | +10.4% | -3.5% |
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