-19.1%
AJG vs RBA
-27.6%
+8.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.7% |
| 7D | -8.3% | +0.1% | -8.3% | -8.3% |
| 30D | -5.7% | -2.9% | -2.7% | -5.4% |
| 3M | +9.1% | -20.9% | +30.0% | +11.8% |
| 6M | +15.2% | -17.7% | +32.9% | +16.8% |
| YTD | -6.3% | -18.2% | +11.9% | -7.2% |
| 1Y | -19.1% | -29.1% | +10.0% | -16.1% |
| All | -19.1% | -27.6% | +8.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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