+11,480.4%
VRTX vs AJG
+13,546.0%
-2,065.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.3% |
| 7D | -6.4% | -7.4% | +1.0% | -3.4% |
| 30D | -0.5% | -3.0% | +2.4% | +0.6% |
| 3M | +16.9% | +12.8% | +4.1% | +10.8% |
| 6M | +13.1% | +12.8% | +0.2% | +6.5% |
| YTD | +14.9% | -4.7% | +19.7% | +15.3% |
| 1Y | +31.4% | -17.2% | +48.6% | +39.2% |
| 3Y | +51.9% | +10.2% | +41.7% | +39.6% |
| 5Y | +177.1% | +76.9% | +100.1% | +105.6% |
| 10Y | +456.3% | +480.5% | -24.3% | +144.0% |
| All | +11,480.4% | +13,546.0% | -2,065.5% | +2,396.2% |
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