+57.4%
INTC vs AJG
+19.3%
+38.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.5% | -9.2% | +2.0% |
| 7D | -39.0% | +10.7% | -49.7% | -31.2% |
| 30D | -49.8% | +26.9% | -76.8% | -34.9% |
| 3M | -42.2% | +16.6% | -58.8% | -29.7% |
| 6M | -39.2% | +40.1% | -79.3% | -12.5% |
| YTD | +57.9% | +12.4% | +45.5% | +93.4% |
| 1Y | +57.4% | +15.9% | +41.4% | +98.8% |
| All | +57.4% | +19.3% | +38.0% | +98.8% |
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