-11.4%
RKT vs AJG
+74.4%
-85.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -6.3% | -8.3% | +2.0% | -3.7% |
| 30D | -6.2% | -5.7% | -0.5% | -4.6% |
| 3M | -1.9% | +9.1% | -10.9% | -4.9% |
| 6M | -13.0% | +15.2% | -28.2% | -17.4% |
| YTD | -31.9% | -6.3% | -25.6% | -31.0% |
| 1Y | -37.6% | -19.1% | -18.4% | -33.5% |
| 3Y | +36.8% | +8.2% | +28.6% | +20.9% |
| All | -11.4% | +74.4% | -85.8% | -46.4% |
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