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  • RIO vs AJG✓SelectedUSD · AJGRIO vs AJG performance historyLatest closeAs of-4.19%09/10
Stock and ETF performance explorer

RIO vs AJG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,852.5%
AJG return
+11,750.9%
Excess return
-5,898.4%
Maximum drawdown
-89.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAJGExcessAlpha
1D-4.2%-0.4%-3.8%-4.1%
7D-3.4%-8.5%+5.2%-0.7%
30D+0.6%-3.8%+4.3%+1.7%
3M+2.5%+10.8%-8.3%-1.5%
6M+10.8%+15.6%-4.8%+4.3%
YTD+30.5%-5.1%+35.6%+30.1%
1Y+68.1%-16.0%+84.2%+73.7%
3Y+94.0%+9.7%+84.3%+79.9%
5Y+92.0%+77.8%+14.2%+48.9%
10Y+589.0%+478.2%+110.8%+261.5%
All+5,852.5%+11,750.9%-5,898.4%+1,714.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling