+7,043.6%
AJG vs RY
+11,573.6%
-4,530.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -1.8% | +3.1% | -4.9% | -2.8% |
| 30D | +4.6% | -0.3% | +5.0% | +4.7% |
| 3M | +24.9% | +8.7% | +16.3% | +21.1% |
| 6M | +17.2% | +28.5% | -11.3% | +7.2% |
| YTD | +2.2% | +25.1% | -23.0% | -5.9% |
| 1Y | -11.5% | +46.3% | -57.8% | -22.8% |
| 3Y | +16.7% | +154.9% | -138.2% | -16.4% |
| 5Y | +89.6% | +140.3% | -50.7% | +38.2% |
| 10Y | +512.4% | +377.0% | +135.4% | +258.8% |
| All | +7,043.6% | +11,573.6% | -4,530.1% | +2,144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling