-2.0%
ROL vs AJG
+74.4%
-76.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -3.2% | -8.3% | +5.1% | +0.2% |
| 30D | -4.9% | -5.7% | +0.8% | -2.8% |
| 3M | -25.8% | +9.1% | -34.9% | -28.7% |
| 6M | -37.6% | +15.2% | -52.8% | -41.5% |
| YTD | -41.5% | -6.3% | -35.2% | -40.5% |
| 1Y | -39.5% | -19.1% | -20.4% | -34.3% |
| 3Y | +0.1% | +8.2% | -8.1% | -7.8% |
| All | -2.0% | +74.4% | -76.3% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling