+11,636.9%
LIN vs AJG
+13,281.8%
-1,644.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.3% | -2.2% | +2.6% | +1.1% |
| 30D | +8.0% | +20.6% | -12.5% | +1.5% |
| 3M | +7.7% | +11.5% | -3.8% | +3.5% |
| 6M | +5.1% | +42.9% | -37.8% | -7.3% |
| YTD | +24.7% | +10.0% | +14.7% | +19.0% |
| 1Y | +25.1% | +11.9% | +13.2% | +18.6% |
| 3Y | +36.8% | +16.9% | +19.9% | +26.6% |
| 5Y | +67.9% | +82.5% | -14.7% | +34.1% |
| 10Y | +427.2% | +539.4% | -112.2% | +192.0% |
| All | +11,636.9% | +13,281.8% | -1,644.9% | +3,696.8% |
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