+15.9%
AJG vs RVTY
+74.0%
-58.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +7.9% | +5.4% |
| 7D | +10.7% | -3.6% | +14.3% | +10.8% |
| 30D | +26.9% | +1.4% | +25.5% | +26.8% |
| 3M | +16.6% | +43.2% | -26.6% | +15.1% |
| 6M | +40.1% | +84.5% | -44.4% | +36.9% |
| YTD | +12.4% | +65.2% | -52.7% | +8.5% |
| 1Y | +15.9% | +74.3% | -58.4% | +9.3% |
| All | +15.9% | +74.0% | -58.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling