-17.6%
UBER vs AJG
-12.9%
-4.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -3.9% | -1.8% | -2.1% | -3.6% |
| 30D | +11.1% | +4.6% | +6.5% | +10.3% |
| 3M | +4.9% | +24.9% | -20.0% | +2.4% |
| 6M | -1.2% | +17.2% | -18.4% | -3.0% |
| YTD | -7.3% | +2.2% | -9.4% | -9.8% |
| 1Y | -17.6% | -11.5% | -6.1% | -17.7% |
| All | -17.6% | -12.9% | -4.7% | -17.7% |
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