+17,170.1%
LLY vs AJG
+11,671.2%
+5,498.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.2% |
| 7D | -3.1% | -3.8% | +0.7% | -2.2% |
| 30D | -5.1% | +1.6% | -6.7% | -5.5% |
| 3M | -2.1% | +18.6% | -20.7% | -6.3% |
| 6M | +13.8% | +10.9% | +3.0% | +10.4% |
| YTD | +5.1% | -2.0% | +7.0% | +4.8% |
| 1Y | +53.1% | -14.9% | +68.1% | +57.9% |
| 3Y | +95.6% | +13.4% | +82.2% | +86.7% |
| 5Y | +361.5% | +83.2% | +278.3% | +288.6% |
| 10Y | +1,545.2% | +484.3% | +1,060.9% | +949.5% |
| All | +17,170.1% | +11,671.2% | +5,498.8% | +6,621.5% |
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