+131,319.0%
MSFT vs AJG
+11,335.6%
+119,983.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.4% |
| 7D | -1.0% | -7.4% | +6.3% | +1.4% |
| 30D | -2.7% | -3.0% | +0.3% | -1.8% |
| 3M | +22.1% | +12.8% | +9.3% | +16.7% |
| 6M | +20.6% | +12.8% | +7.7% | +14.9% |
| YTD | +2.3% | -4.7% | +7.1% | +2.5% |
| 1Y | -0.5% | -17.2% | +16.7% | +3.8% |
| 3Y | +50.5% | +10.2% | +40.3% | +40.8% |
| 5Y | +72.3% | +76.9% | -4.6% | +37.8% |
| 10Y | +885.0% | +480.5% | +404.5% | +456.1% |
| All | +131,319.0% | +11,335.6% | +119,983.4% | +37,636.4% |
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