+559.3%
ROKU vs AJG
+343.0%
+216.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.1% |
| 7D | -0.4% | -8.3% | +7.8% | +3.4% |
| 30D | +2.1% | -5.7% | +7.7% | +4.6% |
| 3M | +29.5% | +9.1% | +20.4% | +23.2% |
| 6M | +53.8% | +15.2% | +38.6% | +41.7% |
| YTD | +42.8% | -6.3% | +49.1% | +44.6% |
| 1Y | +60.7% | -19.1% | +79.8% | +74.4% |
| 3Y | +83.9% | +8.2% | +75.7% | +60.9% |
| 5Y | -52.8% | +75.6% | -128.4% | -69.5% |
| All | +559.3% | +343.0% | +216.3% | +196.4% |
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