-75.5%
RAM vs AJG
+29.3%
-104.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -0.4% | +13.8% | +12.5% |
| 7D | -23.6% | +0.6% | -24.2% | -21.4% |
| 30D | -52.2% | +20.6% | -72.8% | -14.4% |
| 3M | -43.9% | +13.4% | -57.3% | -13.4% |
| All | -75.5% | +29.3% | -104.8% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling