+791.7%
RIOT vs AJG
+543.6%
+248.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.6% |
| 6M | +45.0% | +15.2% | +29.8% | +23.9% |
| YTD | +69.5% | -6.3% | +75.7% | +65.9% |
| 1Y | +37.2% | -19.1% | +56.3% | +49.7% |
| 3Y | +111.7% | +8.2% | +103.5% | +73.1% |
| 5Y | -27.5% | +75.6% | -103.2% | -59.2% |
| 10Y | +511.1% | +471.1% | +39.9% | +92.4% |
| All | +791.7% | +543.6% | +248.1% | +182.3% |
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 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