+77.8%
JNJ vs AJG
+8.2%
+69.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -3.5% | -8.3% | +4.8% | -2.0% |
| 30D | +2.3% | -5.7% | +8.0% | +3.4% |
| 3M | +12.0% | +9.1% | +2.9% | +10.5% |
| 6M | +10.5% | +15.2% | -4.7% | +8.0% |
| YTD | +30.4% | -6.3% | +36.7% | +31.9% |
| 1Y | +52.1% | -19.1% | +71.3% | +58.8% |
| 3Y | +77.8% | +8.2% | +69.6% | +69.4% |
| All | +77.8% | +8.2% | +69.6% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling