+11,175.1%
AJG vs RJF
+48,514.8%
-37,339.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -8.5% | -4.2% | -4.3% | -7.6% |
| 30D | -3.8% | -3.6% | -0.2% | -3.0% |
| 3M | +10.8% | +15.6% | -4.8% | +7.1% |
| 6M | +15.6% | +17.6% | -2.0% | +11.2% |
| YTD | -5.1% | +9.2% | -14.3% | -7.4% |
| 1Y | -16.0% | +5.5% | -21.6% | -17.5% |
| 3Y | +9.7% | +70.3% | -60.6% | -4.7% |
| 5Y | +77.8% | +106.0% | -28.2% | +46.6% |
| 10Y | +478.2% | +425.1% | +53.2% | +279.5% |
| All | +11,175.1% | +48,514.8% | -37,339.7% | +3,250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling