-72.1%
RAM vs AJG
+29.9%
-102.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.5% | -0.2% | +20.8% | +19.9% |
| 7D | -8.0% | -2.2% | -5.8% | -13.2% |
| 30D | -40.4% | +20.6% | -61.0% | +6.6% |
| 3M | -37.0% | +11.5% | -48.6% | -9.4% |
| All | -72.1% | +29.9% | -102.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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 · Available span rolling