+252.1%
INTC vs AJG
+473.1%
-221.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +7.5% | -8.3% | +15.7% | +10.8% |
| 30D | +2.0% | -5.7% | +7.6% | +3.6% |
| 3M | -12.0% | +9.1% | -21.1% | -17.9% |
| 6M | +114.5% | +15.2% | +99.3% | +92.2% |
| YTD | +179.0% | -6.3% | +185.3% | +174.3% |
| 1Y | +318.3% | -19.1% | +337.4% | +343.8% |
| 3Y | +171.2% | +8.2% | +163.0% | +132.3% |
| 5Y | +107.6% | +75.6% | +31.9% | +25.4% |
| All | +252.1% | +473.1% | -221.0% | +1.9% |
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