+3,634.3%
REGN vs AJG
+9,435.2%
-5,800.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -5.6% | -8.3% | +2.7% | -2.5% |
| 30D | -2.0% | -5.7% | +3.7% | +0.1% |
| 3M | +28.0% | +9.1% | +18.9% | +23.2% |
| 6M | +1.2% | +15.2% | -14.1% | -5.2% |
| YTD | +1.6% | -6.3% | +7.9% | +2.3% |
| 1Y | +38.2% | -19.1% | +57.4% | +46.5% |
| 3Y | -5.4% | +8.2% | -13.6% | -12.3% |
| 5Y | +21.3% | +75.6% | -54.4% | -8.4% |
| 10Y | +105.2% | +471.1% | -365.9% | -7.6% |
| All | +3,634.3% | +9,435.2% | -5,800.9% | +809.8% |
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