-6.1%
RDW vs AJG
+74.4%
-80.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +0.9% | -8.3% | +9.1% | +3.6% |
| 30D | -21.3% | -5.7% | -15.6% | -20.1% |
| 3M | -37.9% | +9.1% | -46.9% | -41.7% |
| 6M | +12.3% | +15.2% | -3.0% | +1.4% |
| YTD | +39.7% | -6.3% | +46.0% | +39.8% |
| 1Y | +25.7% | -19.1% | +44.8% | +37.5% |
| 3Y | +230.8% | +8.2% | +222.6% | +201.1% |
| All | -6.1% | +74.4% | -80.5% | -34.9% |
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