-37.6%
RKT vs AJG
-17.2%
-20.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -6.3% | -8.3% | +2.0% | -4.9% |
| 30D | -6.2% | -5.7% | -0.5% | -5.3% |
| 3M | -1.9% | +9.1% | -10.9% | -3.4% |
| 6M | -13.0% | +15.2% | -28.2% | -14.7% |
| YTD | -31.9% | -6.3% | -25.6% | -31.4% |
| 1Y | -37.6% | -19.1% | -18.4% | -38.2% |
| All | -37.6% | -17.2% | -20.4% | -38.2% |
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