+152.4%
DKNG vs AJG
+184.9%
-32.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +5.1% |
| 7D | +3.0% | -8.3% | +11.3% | +8.2% |
| 30D | -3.0% | -5.7% | +2.7% | +0.3% |
| 3M | -17.6% | +9.1% | -26.7% | -22.0% |
| 6M | -3.2% | +15.2% | -18.5% | -11.5% |
| YTD | -28.2% | -6.3% | -21.9% | -26.6% |
| 1Y | -46.1% | -19.1% | -26.9% | -39.9% |
| 3Y | -22.2% | +8.2% | -30.4% | -32.3% |
| 5Y | -60.4% | +75.6% | -136.0% | -75.1% |
| All | +152.4% | +184.9% | -32.5% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling