+9,012.8%
WMT vs AJG
+11,150.2%
-2,137.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.6% |
| 7D | 0.0% | -8.3% | +8.3% | +2.0% |
| 30D | -7.4% | -5.7% | -1.7% | -6.3% |
| 3M | -10.9% | +9.1% | -19.9% | -12.8% |
| 6M | -12.7% | +15.2% | -27.9% | -15.9% |
| YTD | -3.2% | -6.3% | +3.1% | -2.6% |
| 1Y | +5.3% | -19.1% | +24.4% | +9.4% |
| 3Y | +101.9% | +8.2% | +93.6% | +95.2% |
| 5Y | +134.6% | +75.6% | +58.9% | +102.0% |
| 10Y | +440.4% | +471.1% | -30.7% | +254.4% |
| All | +9,012.8% | +11,150.2% | -2,137.4% | +3,326.1% |
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