+3,645.5%
MRK vs AJG
+11,150.2%
-7,504.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -4.3% | -8.3% | +4.0% | -2.1% |
| 30D | +8.3% | -5.7% | +14.0% | +9.9% |
| 3M | +20.0% | +9.1% | +11.0% | +17.2% |
| 6M | +25.7% | +15.2% | +10.5% | +20.5% |
| YTD | +38.7% | -6.3% | +45.0% | +39.9% |
| 1Y | +74.7% | -19.1% | +93.8% | +82.7% |
| 3Y | +45.4% | +8.2% | +37.1% | +39.4% |
| 5Y | +129.0% | +75.6% | +53.4% | +91.8% |
| 10Y | +228.0% | +471.1% | -243.1% | +103.6% |
| All | +3,645.5% | +11,150.2% | -7,504.7% | +1,305.5% |
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