+25.7%
RDW vs AJG
-17.2%
+42.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.6% |
| 7D | +0.9% | -8.3% | +9.1% | -1.2% |
| 30D | -21.3% | -5.7% | -15.6% | -22.2% |
| 3M | -37.9% | +9.1% | -46.9% | -38.8% |
| 6M | +12.3% | +15.2% | -3.0% | +9.5% |
| YTD | +39.7% | -6.3% | +46.0% | +42.1% |
| 1Y | +25.7% | -19.1% | +44.8% | +49.7% |
| All | +25.7% | -17.2% | +42.9% | +49.7% |
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