+39,549.1%
RMD vs AJG
+6,970.7%
+32,578.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -4.2% | -8.5% | +4.3% | -1.3% |
| 30D | -2.1% | -3.8% | +1.7% | -0.8% |
| 3M | +13.8% | +10.8% | +2.9% | +9.8% |
| 6M | -10.6% | +15.6% | -26.2% | -15.2% |
| YTD | -8.1% | -5.1% | -3.0% | -7.4% |
| 1Y | -18.0% | -16.0% | -1.9% | -14.2% |
| 3Y | +52.9% | +9.7% | +43.1% | +43.4% |
| 5Y | -22.3% | +77.8% | -100.1% | -38.3% |
| 10Y | +274.8% | +478.2% | -203.4% | +104.7% |
| All | +39,549.1% | +6,970.7% | +32,578.4% | +10,036.0% |
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