+91.7%
BKNG vs AJG
+76.5%
+15.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -10.7% | -8.5% | -2.1% | -7.0% |
| 30D | -18.1% | -3.8% | -14.3% | -16.6% |
| 3M | +8.5% | +10.8% | -2.3% | +3.8% |
| 6M | -0.1% | +15.6% | -15.7% | -6.3% |
| YTD | -18.2% | -5.1% | -13.1% | -16.9% |
| 1Y | -19.9% | -16.0% | -3.8% | -14.3% |
| 3Y | +41.6% | +9.7% | +31.9% | +27.1% |
| All | +91.7% | +76.5% | +15.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling