+8.2%
AJG vs RVTY
+17.0%
-8.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.3% |
| 7D | -8.3% | -4.5% | -3.7% | -8.1% |
| 30D | -5.7% | +5.5% | -11.1% | -5.9% |
| 3M | +9.1% | +22.5% | -13.4% | +8.3% |
| 6M | +15.2% | +38.9% | -23.7% | +13.8% |
| YTD | -6.3% | +28.7% | -35.0% | -7.4% |
| 1Y | -19.1% | +45.5% | -64.6% | -20.5% |
| 3Y | +8.2% | +16.4% | -8.1% | +9.7% |
| All | +8.2% | +17.0% | -8.8% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling