+46,929.1%
TSCO vs AJG
+7,797.5%
+39,131.6%
-76.2%
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% | -1.1% |
| 7D | -5.7% | -8.3% | +2.6% | -3.1% |
| 30D | -8.8% | -5.7% | -3.1% | -7.1% |
| 3M | +6.3% | +9.1% | -2.8% | +3.1% |
| 6M | -32.3% | +15.2% | -47.5% | -35.5% |
| YTD | -32.7% | -6.3% | -26.4% | -32.1% |
| 1Y | -43.7% | -19.1% | -24.6% | -40.6% |
| 3Y | -19.7% | +8.2% | -27.9% | -23.7% |
| 5Y | -11.6% | +75.6% | -87.3% | -28.0% |
| 10Y | +184.1% | +471.1% | -287.0% | +61.4% |
| All | +46,929.1% | +7,797.5% | +39,131.6% | +21,938.0% |
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