+5,124.2%
AJG vs RBA
+3,468.6%
+1,655.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -7.4% | -1.9% | -5.5% | -7.1% |
| 30D | -3.0% | -13.0% | +10.0% | -0.7% |
| 3M | +12.8% | -23.1% | +36.0% | +17.5% |
| 6M | +12.8% | -22.6% | +35.4% | +17.3% |
| YTD | -4.7% | -20.4% | +15.6% | -1.7% |
| 1Y | -17.2% | -29.6% | +12.4% | -12.8% |
| 3Y | +10.2% | +26.6% | -16.4% | +4.0% |
| 5Y | +76.9% | +38.2% | +38.7% | +61.8% |
| 10Y | +480.5% | +194.7% | +285.8% | +359.7% |
| All | +5,124.2% | +3,468.6% | +1,655.6% | +3,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling