+219.1%
RCL vs AJG
+74.4%
+144.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.0% |
| 7D | -1.9% | -8.3% | +6.4% | +2.2% |
| 30D | -15.5% | -5.7% | -9.9% | -13.3% |
| 3M | -9.7% | +9.1% | -18.7% | -14.6% |
| 6M | -8.7% | +15.2% | -23.9% | -16.9% |
| YTD | -5.8% | -6.3% | +0.5% | -3.8% |
| 1Y | -24.5% | -19.1% | -5.3% | -15.2% |
| 3Y | +173.9% | +8.2% | +165.7% | +135.0% |
| All | +219.1% | +74.4% | +144.7% | +76.9% |
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