+230.8%
RDW vs AJG
+8.2%
+222.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.9% | -8.3% | +9.1% | +2.0% |
| 30D | -21.3% | -5.7% | -15.6% | -20.8% |
| 3M | -37.9% | +9.1% | -46.9% | -40.8% |
| 6M | +12.3% | +15.2% | -3.0% | +4.2% |
| YTD | +39.7% | -6.3% | +46.0% | +41.1% |
| 1Y | +25.7% | -19.1% | +44.8% | +38.1% |
| 3Y | +230.8% | +8.2% | +222.6% | +211.6% |
| All | +230.8% | +8.2% | +222.7% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling