+33.7%
ILMN vs AJG
+9.5%
+24.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -9.2% | -8.5% | -0.7% | -8.8% |
| 30D | +4.4% | -3.8% | +8.1% | +4.6% |
| 3M | +23.9% | +10.8% | +13.1% | +23.5% |
| 6M | +64.5% | +15.6% | +48.9% | +64.1% |
| YTD | +53.5% | -5.1% | +58.6% | +51.9% |
| 1Y | +110.8% | -16.0% | +126.8% | +109.0% |
| All | +33.7% | +9.5% | +24.2% | +31.1% |
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