-20.3%
RIOT vs AJG
+19.3%
-39.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.5% | +4.2% | +13.3% |
| 7D | +6.4% | +10.7% | -4.4% | +14.3% |
| 30D | -20.4% | +26.9% | -47.4% | -5.9% |
| 3M | -28.7% | +16.6% | -45.3% | -19.5% |
| 6M | -17.7% | +40.1% | -57.9% | +0.2% |
| YTD | +21.3% | +12.4% | +8.9% | +44.7% |
| 1Y | -20.3% | +15.9% | -36.2% | -6.7% |
| All | -20.3% | +19.3% | -39.6% | -6.7% |
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