+53.7%
RMBS vs AJG
+8.2%
+45.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.4% |
| 7D | +1.8% | -8.3% | +10.0% | -1.3% |
| 30D | -13.9% | -5.7% | -8.2% | -15.5% |
| 3M | -39.8% | +9.1% | -48.9% | -38.0% |
| 6M | -6.0% | +15.2% | -21.2% | -1.7% |
| YTD | -5.4% | -6.3% | +0.9% | -3.1% |
| 1Y | -1.8% | -19.1% | +17.3% | +1.3% |
| 3Y | +53.7% | +8.2% | +45.4% | +40.9% |
| All | +53.7% | +8.2% | +45.5% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling