+75.2%
AJG vs RVMD
+576.1%
-500.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -8.3% | -3.0% | -5.3% | -8.1% |
| 30D | -5.7% | -0.7% | -4.9% | -5.7% |
| 3M | +9.1% | +36.5% | -27.5% | +6.7% |
| 6M | +15.2% | +104.6% | -89.4% | +8.7% |
| YTD | -6.3% | +155.8% | -162.1% | -13.5% |
| 1Y | -19.1% | +340.7% | -359.8% | -28.7% |
| 3Y | +8.2% | +519.9% | -511.7% | -9.3% |
| All | +75.2% | +576.1% | -500.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling