+45.4%
MRK vs AJG
+8.2%
+37.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -4.3% | -8.3% | +4.0% | -2.7% |
| 30D | +8.3% | -5.7% | +14.0% | +9.4% |
| 3M | +20.0% | +9.1% | +11.0% | +18.2% |
| 6M | +25.7% | +15.2% | +10.5% | +22.5% |
| YTD | +38.7% | -6.3% | +45.0% | +40.5% |
| 1Y | +74.7% | -19.1% | +93.8% | +80.8% |
| 3Y | +45.4% | +8.2% | +37.1% | +44.0% |
| All | +45.4% | +8.2% | +37.2% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling