+602.7%
AJG vs RACE
+640.3%
-37.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | -4.0% | -1.0% | -3.0% | -3.7% |
| 30D | +1.3% | -1.5% | +2.9% | +1.7% |
| 3M | +18.3% | +15.5% | +2.9% | +13.3% |
| 6M | +10.6% | +17.3% | -6.7% | +4.9% |
| YTD | -2.2% | +11.1% | -13.3% | -6.2% |
| 1Y | -15.2% | -14.3% | -0.9% | -12.7% |
| 3Y | +13.1% | +40.2% | -27.0% | -3.6% |
| 5Y | +82.8% | +92.6% | -9.8% | +37.6% |
| 10Y | +482.7% | +786.6% | -303.9% | +193.2% |
| All | +602.7% | +640.3% | -37.6% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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