+30.8%
RIG vs AJG
+16.2%
+14.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -23.8% | +7.4% | -31.2% | -22.9% |
| 30D | -5.6% | +25.3% | -30.9% | -2.4% |
| 3M | -0.8% | +15.1% | -15.9% | +1.4% |
| 6M | -18.4% | +40.8% | -59.2% | -14.1% |
| YTD | +23.5% | +12.3% | +11.1% | +29.0% |
| 1Y | +30.8% | +17.5% | +13.3% | +37.6% |
| All | +30.8% | +16.2% | +14.6% | +37.6% |
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 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