+5,852.5%
RIO vs AJG
+11,750.9%
-5,898.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 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