+9,196.8%
UNP vs AJG
+11,290.2%
-2,093.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | -8.5% | +7.3% | +1.5% |
| 30D | -2.0% | -3.8% | +1.8% | -0.9% |
| 3M | +7.5% | +10.8% | -3.3% | +3.6% |
| 6M | +15.3% | +15.6% | -0.3% | +9.3% |
| YTD | +25.4% | -5.1% | +30.5% | +25.8% |
| 1Y | +35.6% | -16.0% | +51.6% | +41.0% |
| 3Y | +44.1% | +9.7% | +34.4% | +36.0% |
| 5Y | +54.0% | +77.8% | -23.9% | +23.8% |
| 10Y | +283.9% | +478.2% | -194.3% | +120.7% |
| All | +9,196.8% | +11,290.2% | -2,093.4% | +3,251.8% |
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