+15,893.3%
INTC vs AJG
+11,290.2%
+4,603.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +9.4% | -8.5% | +17.9% | +12.4% |
| 30D | +2.7% | -3.8% | +6.4% | +3.5% |
| 3M | -6.3% | +10.8% | -17.1% | -11.3% |
| 6M | +114.5% | +15.6% | +98.8% | +98.1% |
| YTD | +171.9% | -5.1% | +177.0% | +166.3% |
| 1Y | +305.0% | -16.0% | +321.0% | +311.3% |
| 3Y | +168.3% | +9.7% | +158.6% | +145.2% |
| 5Y | +102.3% | +77.8% | +24.5% | +55.0% |
| 10Y | +249.4% | +478.2% | -228.9% | +82.8% |
| All | +15,893.3% | +11,290.2% | +4,603.1% | +4,122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling