-42.2%
RIG vs AJG
+473.1%
-515.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | -3.1% | -8.3% | +5.2% | +2.1% |
| 30D | -0.5% | -5.7% | +5.1% | +2.7% |
| 3M | -6.0% | +9.1% | -15.1% | -12.7% |
| 6M | -10.1% | +15.2% | -25.4% | -20.3% |
| YTD | +37.3% | -6.3% | +43.6% | +37.8% |
| 1Y | +73.9% | -19.1% | +93.0% | +92.8% |
| 3Y | -30.2% | +8.2% | -38.4% | -43.8% |
| 5Y | +62.5% | +75.6% | -13.2% | -21.1% |
| All | -42.2% | +473.1% | -515.3% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling