-60.8%
RGTI vs AJG
+14.1%
-74.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.8% | +10.3% |
| 7D | +21.6% | +0.6% | +21.0% | +22.0% |
| 30D | -7.5% | +20.6% | -28.1% | -1.9% |
| 3M | -27.6% | +13.4% | -41.0% | -24.6% |
| 6M | -31.5% | +41.9% | -73.4% | -30.0% |
| YTD | -41.4% | +9.4% | -50.8% | -36.7% |
| All | -60.8% | +14.1% | -74.8% | -58.3% |
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 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