+10,292.1%
LIN vs AJG
+11,303.5%
-1,011.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -2.4% | -8.3% | +5.9% | +0.4% |
| 30D | -2.4% | -5.7% | +3.2% | -0.7% |
| 3M | -9.3% | +9.1% | -18.3% | -12.1% |
| 6M | -2.6% | +15.2% | -17.8% | -7.7% |
| YTD | +10.4% | -6.3% | +16.7% | +11.4% |
| 1Y | -2.3% | -19.1% | +16.8% | +3.3% |
| 3Y | +24.4% | +8.2% | +16.2% | +18.3% |
| 5Y | +60.7% | +75.6% | -14.9% | +30.5% |
| 10Y | +368.5% | +471.1% | -102.6% | +170.8% |
| All | +10,292.1% | +11,303.5% | -1,011.4% | +3,452.9% |
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