+6,988.5%
AJG vs RL
+1,301.1%
+5,687.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.3% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | -3.0% | -17.5% | +14.5% | +0.2% |
| 3M | +12.8% | -14.0% | +26.8% | +15.5% |
| 6M | +12.8% | -2.0% | +14.8% | +12.4% |
| YTD | -4.7% | -4.6% | -0.2% | -4.9% |
| 1Y | -17.2% | +9.5% | -26.7% | -19.4% |
| 3Y | +10.2% | +200.5% | -190.3% | -12.4% |
| 5Y | +76.9% | +226.3% | -149.3% | +35.7% |
| 10Y | +480.5% | +304.8% | +175.7% | +305.9% |
| All | +6,988.5% | +1,301.1% | +5,687.4% | +3,540.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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