+15.9%
ABNB vs AJG
+120.8%
-104.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -9.5% | -8.5% | -1.0% | -6.6% |
| 30D | -9.4% | -3.8% | -5.6% | -8.1% |
| 3M | +29.9% | +10.8% | +19.0% | +24.9% |
| 6M | +26.6% | +15.6% | +11.0% | +19.5% |
| YTD | +23.5% | -5.1% | +28.7% | +24.7% |
| 1Y | +35.8% | -16.0% | +51.9% | +43.4% |
| 3Y | +15.0% | +9.7% | +5.2% | +2.1% |
| 5Y | +1.5% | +77.8% | -76.3% | -27.8% |
| All | +15.9% | +120.8% | -104.9% | -2.9% |
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