+4,454.2%
RCL vs AJG
+7,935.1%
-3,480.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.4% |
| 7D | -2.2% | -7.4% | +5.2% | +1.4% |
| 30D | -15.7% | -3.0% | -12.7% | -14.6% |
| 3M | -8.0% | +12.8% | -20.8% | -14.0% |
| 6M | -10.1% | +12.8% | -23.0% | -16.6% |
| YTD | -5.9% | -4.7% | -1.1% | -6.0% |
| 1Y | -23.5% | -17.2% | -6.3% | -18.2% |
| 3Y | +174.4% | +10.2% | +164.2% | +150.3% |
| 5Y | +227.1% | +76.9% | +150.2% | +138.4% |
| 10Y | +342.5% | +480.5% | -138.0% | +104.5% |
| All | +4,454.2% | +7,935.1% | -3,480.9% | +1,084.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling