-45.2%
INTU vs AJG
+19.3%
-64.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | 0.0% |
| 7D | +8.7% | +10.7% | -2.1% | +2.0% |
| 30D | +25.9% | +26.9% | -1.0% | +9.1% |
| 3M | +10.7% | +16.6% | -5.8% | +0.9% |
| 6M | -11.6% | +40.1% | -51.7% | -25.3% |
| YTD | -45.4% | +12.4% | -57.8% | -50.3% |
| 1Y | -45.2% | +15.9% | -61.2% | -50.6% |
| All | -45.2% | +19.3% | -64.6% | -50.6% |
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