+878.4%
MSFT vs AJG
+473.1%
+405.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.2% |
| 7D | -0.8% | -8.3% | +7.5% | +3.3% |
| 30D | +0.8% | -5.7% | +6.5% | +3.5% |
| 3M | +27.2% | +9.1% | +18.1% | +20.3% |
| 6M | +22.9% | +15.2% | +7.7% | +12.4% |
| YTD | +3.1% | -6.3% | +9.4% | +4.1% |
| 1Y | -0.3% | -19.1% | +18.9% | +8.4% |
| 3Y | +50.1% | +8.2% | +41.9% | +30.8% |
| 5Y | +74.6% | +75.6% | -1.0% | +9.0% |
| All | +878.4% | +473.1% | +405.3% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling