+65.7%
RIOT vs AJG
-12.9%
+78.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +2.3% |
| 7D | +14.8% | -1.8% | +16.6% | +13.6% |
| 30D | +1.4% | +4.6% | -3.2% | +4.1% |
| 3M | -20.6% | +24.9% | -45.6% | -13.8% |
| 6M | +31.9% | +17.2% | +14.7% | +43.9% |
| YTD | +72.1% | +2.2% | +69.9% | +87.7% |
| 1Y | +65.7% | -11.5% | +77.2% | +96.3% |
| All | +65.7% | -12.9% | +78.5% | +96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling