+485.8%
RIOT vs AJG
+473.1%
+12.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.2% |
| 7D | -1.5% | -8.3% | +6.8% | +3.4% |
| 30D | +5.7% | -5.7% | +11.3% | +8.7% |
| 3M | -17.9% | +9.1% | -26.9% | -25.7% |
| 6M | +45.0% | +15.2% | +29.8% | +23.7% |
| YTD | +69.5% | -6.3% | +75.7% | +65.8% |
| 1Y | +37.2% | -19.1% | +56.3% | +49.9% |
| 3Y | +111.7% | +8.2% | +103.5% | +72.4% |
| 5Y | -27.5% | +75.6% | -103.2% | -59.7% |
| All | +485.8% | +473.1% | +12.7% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling