+43.4%
KO vs AJG
+16.2%
+27.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.1% | +7.4% | -4.3% | +1.8% |
| 30D | +11.1% | +25.3% | -14.3% | +7.0% |
| 3M | +10.9% | +15.1% | -4.2% | +8.2% |
| 6M | +23.5% | +40.8% | -17.3% | +19.9% |
| YTD | +39.6% | +12.3% | +27.3% | +37.6% |
| 1Y | +43.4% | +17.5% | +25.9% | +40.6% |
| All | +43.4% | +16.2% | +27.3% | +40.6% |
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