+72.4%
UBER vs AJG
+222.0%
-149.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -5.4% | -8.3% | +2.9% | -0.7% |
| 30D | -4.9% | -5.7% | +0.8% | -1.7% |
| 3M | +3.0% | +9.1% | -6.0% | -2.4% |
| 6M | -4.4% | +15.2% | -19.6% | -12.9% |
| YTD | -12.3% | -6.3% | -6.0% | -10.5% |
| 1Y | -24.3% | -19.1% | -5.2% | -16.0% |
| 3Y | +46.4% | +8.2% | +38.2% | +27.6% |
| 5Y | +79.7% | +75.6% | +4.0% | +5.5% |
| All | +72.4% | +222.0% | -149.6% | -43.5% |
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