+459.5%
AJG vs RY
+377.3%
+82.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.3% | -2.2% | -6.0% | -7.1% |
| 30D | -5.7% | -3.6% | -2.1% | -3.9% |
| 3M | +9.1% | +3.9% | +5.1% | +6.2% |
| 6M | +15.2% | +26.4% | -11.2% | +0.4% |
| YTD | -6.3% | +22.3% | -28.6% | -17.1% |
| 1Y | -19.1% | +43.7% | -62.8% | -34.9% |
| 3Y | +8.2% | +154.0% | -145.7% | -39.2% |
| 5Y | +75.6% | +137.6% | -61.9% | +1.5% |
| All | +459.5% | +377.3% | +82.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling