+9.0%
MSFT vs AJG
+19.3%
-10.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.5% | +1.2% | +6.3% |
| 7D | +4.7% | +10.7% | -6.1% | +4.0% |
| 30D | +5.8% | +26.9% | -21.1% | +4.0% |
| 3M | +13.0% | +16.6% | -3.6% | +11.8% |
| 6M | +34.9% | +40.1% | -5.2% | +28.9% |
| YTD | +15.7% | +12.4% | +3.2% | +10.1% |
| 1Y | +9.0% | +15.9% | -7.0% | +3.5% |
| All | +9.0% | +19.3% | -10.4% | +3.5% |
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 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