+11,220.1%
AJG vs RVTY
+2,293.6%
+8,926.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -2.5% |
| 7D | -7.4% | -5.4% | -2.0% | -6.6% |
| 30D | -3.0% | +6.7% | -9.7% | -3.9% |
| 3M | +12.8% | +19.0% | -6.2% | +9.7% |
| 6M | +12.8% | +34.6% | -21.8% | +7.3% |
| YTD | -4.7% | +28.3% | -33.0% | -9.1% |
| 1Y | -17.2% | +46.0% | -63.2% | -22.7% |
| 3Y | +10.2% | +16.9% | -6.7% | +4.3% |
| 5Y | +76.9% | -32.9% | +109.8% | +80.9% |
| 10Y | +480.5% | +141.6% | +338.9% | +386.3% |
| All | +11,220.1% | +2,293.6% | +8,926.5% | +6,903.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling