+20.6%
RDW vs AJG
+15.4%
+5.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | -2.3% | +18.7% | +15.4% |
| 7D | -14.1% | +2.0% | -16.1% | -13.0% |
| 30D | -29.6% | +24.0% | -53.6% | -22.8% |
| 3M | -39.1% | +12.2% | -51.2% | -35.4% |
| 6M | -25.2% | +43.9% | -69.1% | -20.0% |
| YTD | -5.1% | +9.8% | -14.9% | +2.0% |
| 1Y | +20.6% | +16.2% | +4.4% | +26.9% |
| All | +20.6% | +15.4% | +5.2% | +26.9% |
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 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 · 6 months rolling