+9,034.5%
ITW vs AJG
+11,150.2%
-2,115.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -0.7% | -8.3% | +7.5% | +2.1% |
| 30D | -8.3% | -5.7% | -2.6% | -6.6% |
| 3M | +6.0% | +9.1% | -3.1% | +2.5% |
| 6M | 0.0% | +15.2% | -15.2% | -5.5% |
| YTD | +10.2% | -6.3% | +16.5% | +11.2% |
| 1Y | +3.2% | -19.1% | +22.3% | +9.1% |
| 3Y | +21.0% | +8.2% | +12.8% | +14.3% |
| 5Y | +37.9% | +75.6% | -37.7% | +10.0% |
| 10Y | +193.2% | +471.1% | -277.9% | +63.1% |
| All | +9,034.5% | +11,150.2% | -2,115.7% | +2,740.6% |
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 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