-26.7%
RIOT vs AJG
+74.4%
-101.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.0% |
| 7D | -1.5% | -8.3% | +6.8% | +2.3% |
| 30D | +5.7% | -5.7% | +11.3% | +8.0% |
| 3M | -17.9% | +9.1% | -26.9% | -25.1% |
| 6M | +45.0% | +15.2% | +29.8% | +25.0% |
| YTD | +69.5% | -6.3% | +75.7% | +68.7% |
| 1Y | +37.2% | -19.1% | +56.3% | +54.8% |
| 3Y | +111.7% | +8.2% | +103.5% | +58.6% |
| All | -26.7% | +74.4% | -101.1% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling