+56.2%
RIG vs AJG
+74.4%
-18.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -3.1% | -8.3% | +5.2% | -1.5% |
| 30D | -0.5% | -5.7% | +5.1% | +0.5% |
| 3M | -6.0% | +9.1% | -15.1% | -8.2% |
| 6M | -10.1% | +15.2% | -25.4% | -13.6% |
| YTD | +37.3% | -6.3% | +43.6% | +38.9% |
| 1Y | +73.9% | -19.1% | +93.0% | +84.2% |
| 3Y | -30.2% | +8.2% | -38.4% | -37.6% |
| All | +56.2% | +74.4% | -18.2% | +19.5% |
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