+14,910.8%
ROK vs AJG
+11,290.2%
+3,620.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.6% | -8.5% | +6.9% | +1.7% |
| 30D | -5.4% | -3.8% | -1.7% | -4.2% |
| 3M | -4.0% | +10.8% | -14.8% | -8.6% |
| 6M | +13.3% | +15.6% | -2.3% | +5.5% |
| YTD | +9.3% | -5.1% | +14.5% | +9.3% |
| 1Y | +25.8% | -16.0% | +41.8% | +31.2% |
| 3Y | +49.1% | +9.7% | +39.4% | +37.5% |
| 5Y | +45.9% | +77.8% | -32.0% | +11.4% |
| 10Y | +349.9% | +478.2% | -128.4% | +126.7% |
| All | +14,910.8% | +11,290.2% | +3,620.7% | +4,151.8% |
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