+271.5%
RMD vs AJG
+473.1%
-201.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -4.4% | -8.3% | +3.9% | -0.7% |
| 30D | -3.1% | -5.7% | +2.5% | -0.6% |
| 3M | +13.8% | +9.1% | +4.7% | +9.1% |
| 6M | -8.6% | +15.2% | -23.8% | -14.9% |
| YTD | -8.6% | -6.3% | -2.3% | -7.2% |
| 1Y | -19.7% | -19.1% | -0.6% | -12.7% |
| 3Y | +48.4% | +8.2% | +40.1% | +32.7% |
| 5Y | -22.7% | +75.6% | -98.4% | -48.5% |
| All | +271.5% | +473.1% | -201.6% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling