-20.2%
BKNG vs AJG
-16.2%
-4.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -10.7% | -8.5% | -2.1% | -7.4% |
| 30D | -18.1% | -3.8% | -14.3% | -16.6% |
| 3M | +8.5% | +10.8% | -2.3% | +5.2% |
| 6M | -0.1% | +15.6% | -15.7% | -4.4% |
| YTD | -18.2% | -5.1% | -13.1% | -18.9% |
| All | -20.2% | -16.2% | -4.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling