-19.1%
AJG vs RY
+44.3%
-63.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.3% | -2.2% | -6.0% | -8.5% |
| 30D | -5.7% | -3.6% | -2.1% | -6.0% |
| 3M | +9.1% | +3.9% | +5.1% | +8.8% |
| 6M | +15.2% | +26.4% | -11.2% | +15.0% |
| YTD | -6.3% | +22.3% | -28.6% | -6.6% |
| 1Y | -19.1% | +43.7% | -62.8% | -21.3% |
| All | -19.1% | +44.3% | -63.4% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling