+49.0%
LYB vs AJG
+16.2%
+32.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -5.7% | +7.4% | -13.1% | -6.0% |
| 30D | +4.6% | +25.3% | -20.8% | +3.8% |
| 3M | +5.5% | +15.1% | -9.6% | +4.7% |
| 6M | -19.1% | +40.8% | -59.9% | -20.0% |
| YTD | +47.1% | +12.3% | +34.7% | +55.1% |
| 1Y | +49.0% | +17.5% | +31.5% | +54.8% |
| All | +49.0% | +16.2% | +32.8% | +54.8% |
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 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