+11,220.1%
AJG vs RRC
+1,194.1%
+10,025.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -7.4% | -1.7% | -5.6% | -7.3% |
| 30D | -3.0% | +3.6% | -6.6% | -3.1% |
| 3M | +12.8% | +8.8% | +4.0% | +12.3% |
| 6M | +12.8% | +0.8% | +12.1% | +12.7% |
| YTD | -4.7% | +19.0% | -23.7% | -5.7% |
| 1Y | -17.2% | +22.9% | -40.1% | -18.3% |
| 3Y | +10.2% | +32.3% | -22.1% | +7.8% |
| 5Y | +76.9% | +151.6% | -74.6% | +65.6% |
| 10Y | +480.5% | +5.5% | +475.0% | +435.3% |
| All | +11,220.1% | +1,194.1% | +10,025.9% | +9,672.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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