+1,050.0%
RMBS vs AJG
+6,983.4%
-5,933.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +1.8% | -8.3% | +10.0% | +5.0% |
| 30D | -13.9% | -5.7% | -8.2% | -12.4% |
| 3M | -39.8% | +9.1% | -48.9% | -43.2% |
| 6M | -6.0% | +15.2% | -21.2% | -14.5% |
| YTD | -5.4% | -6.3% | +0.9% | -7.0% |
| 1Y | -1.8% | -19.1% | +17.3% | +1.7% |
| 3Y | +53.7% | +8.2% | +45.4% | +36.0% |
| 5Y | +268.5% | +75.6% | +192.9% | +160.7% |
| 10Y | +563.9% | +471.1% | +92.8% | +180.4% |
| All | +1,050.0% | +6,983.4% | -5,933.3% | +72.4% |
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 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