+88.8%
RIO vs AJG
+8.2%
+80.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.5% |
| 7D | -3.2% | -8.3% | +5.1% | -3.7% |
| 30D | +0.9% | -5.7% | +6.6% | +0.6% |
| 3M | -1.4% | +9.1% | -10.5% | -1.0% |
| 6M | +10.9% | +15.2% | -4.3% | +11.8% |
| YTD | +31.2% | -6.3% | +37.5% | +33.0% |
| 1Y | +67.9% | -19.1% | +87.0% | +72.0% |
| 3Y | +88.8% | +8.2% | +80.6% | +82.4% |
| All | +88.8% | +8.2% | +80.6% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling