+79.8%
IBM vs AJG
+8.2%
+71.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | +3.6% | -8.3% | +11.8% | +6.6% |
| 30D | +3.1% | -5.7% | +8.8% | +4.9% |
| 3M | -10.8% | +9.1% | -19.9% | -12.9% |
| 6M | -0.8% | +15.2% | -16.0% | -4.7% |
| YTD | -16.2% | -6.3% | -9.9% | -15.5% |
| 1Y | -2.9% | -19.1% | +16.2% | +1.6% |
| 3Y | +79.8% | +8.2% | +71.6% | +71.6% |
| All | +79.8% | +8.2% | +71.7% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling