-79.5%
RAM vs AJG
+32.7%
-112.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -0.1% | -32.4% | -32.7% |
| 7D | -49.5% | +7.4% | -56.9% | -36.9% |
| 30D | -63.2% | +25.3% | -88.6% | -26.3% |
| 3M | -58.5% | +15.1% | -73.6% | -34.6% |
| All | -79.5% | +32.7% | -112.3% | -36.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling