+33.6%
TSLA vs AJG
+8.2%
+25.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.4% |
| 7D | +3.2% | -8.3% | +11.5% | +2.7% |
| 30D | +11.6% | -5.7% | +17.3% | +11.1% |
| 3M | -8.4% | +9.1% | -17.5% | -8.7% |
| 6M | -10.4% | +15.2% | -25.6% | -10.7% |
| YTD | -18.7% | -6.3% | -12.4% | -17.3% |
| 1Y | -0.9% | -19.1% | +18.2% | +3.5% |
| 3Y | +33.6% | +8.2% | +25.3% | +37.5% |
| All | +33.6% | +8.2% | +25.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling