-12.7%
WMT vs AJG
+12.4%
-25.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.5% |
| 7D | 0.0% | -8.3% | +8.3% | +1.0% |
| 30D | -7.4% | -5.7% | -1.7% | -6.7% |
| 3M | -10.9% | +9.1% | -19.9% | -9.7% |
| 6M | -12.7% | +15.2% | -27.9% | -11.2% |
| All | -12.7% | +12.4% | -25.1% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling