+15.9%
AJG vs RJF
+7.8%
+8.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.1% | +4.1% |
| 7D | +10.7% | +7.2% | +3.6% | +8.4% |
| 30D | +26.9% | +4.9% | +22.0% | +25.0% |
| 3M | +16.6% | -5.5% | +22.1% | +17.7% |
| 6M | +40.1% | +8.0% | +32.2% | +36.7% |
| YTD | +12.4% | +6.2% | +6.3% | +10.1% |
| 1Y | +15.9% | +7.8% | +8.1% | +13.1% |
| All | +15.9% | +7.8% | +8.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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