+795.1%
BKNG vs AJG
+4,439.2%
-3,644.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -10.7% | -8.5% | -2.1% | -7.2% |
| 30D | -18.1% | -3.8% | -14.3% | -16.7% |
| 3M | +8.5% | +10.8% | -2.3% | +3.9% |
| 6M | -0.1% | +15.6% | -15.7% | -6.1% |
| YTD | -18.2% | -5.1% | -13.1% | -17.1% |
| 1Y | -19.9% | -16.0% | -3.8% | -14.8% |
| 3Y | +41.6% | +9.7% | +31.9% | +32.3% |
| 5Y | +93.1% | +77.8% | +15.3% | +46.7% |
| 10Y | +214.8% | +478.2% | -263.4% | +51.5% |
| All | +795.1% | +4,439.2% | -3,644.1% | +305.1% |
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