+318.3%
INTC vs AJG
-17.2%
+335.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +1.6% |
| 7D | +7.5% | -8.3% | +15.7% | +0.3% |
| 30D | +2.0% | -5.7% | +7.6% | -2.2% |
| 3M | -12.0% | +9.1% | -21.1% | -4.4% |
| 6M | +114.5% | +15.2% | +99.3% | +143.9% |
| YTD | +179.0% | -6.3% | +185.3% | +183.9% |
| 1Y | +318.3% | -19.1% | +337.4% | +334.2% |
| All | +318.3% | -17.2% | +335.5% | +334.2% |
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