-52.6%
RBLX vs AJG
+19.3%
-72.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.5% | +3.0% | +7.3% |
| 7D | -7.5% | +10.7% | -18.2% | -9.6% |
| 30D | +10.6% | +26.9% | -16.3% | +4.6% |
| 3M | +33.3% | +16.6% | +16.7% | +27.7% |
| 6M | +3.7% | +40.1% | -36.5% | -2.9% |
| YTD | -39.1% | +12.4% | -51.6% | -47.3% |
| 1Y | -52.6% | +15.9% | -68.6% | -58.4% |
| All | -52.6% | +19.3% | -72.0% | -58.4% |
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