+134.2%
RBRK vs AJG
+4.2%
+130.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -7.5% | -8.3% | +0.8% | -6.3% |
| 30D | -10.4% | -5.7% | -4.7% | -9.8% |
| 3M | +21.3% | +9.1% | +12.2% | +18.3% |
| 6M | +50.6% | +15.2% | +35.4% | +45.5% |
| YTD | +13.3% | -6.3% | +19.6% | +11.8% |
| 1Y | +11.2% | -19.1% | +30.4% | +14.5% |
| All | +134.2% | +4.2% | +130.0% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling