+140.4%
AJG vs RVMD
+622.3%
-481.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 6M | +15.2% | +104.6% | -89.4% | +7.6% |
| YTD | -6.3% | +155.8% | -162.1% | -14.6% |
| 1Y | -19.1% | +340.7% | -359.8% | -30.0% |
| 3Y | +8.2% | +519.9% | -511.7% | -11.6% |
| 5Y | +75.6% | +584.9% | -509.3% | +35.7% |
| All | +140.4% | +622.3% | -481.9% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling