+8,694.2%
ROL vs AJG
+11,335.6%
-2,641.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | -3.3% | -7.4% | +4.1% | -0.6% |
| 30D | -7.2% | -3.0% | -4.3% | -6.3% |
| 3M | -27.0% | +12.8% | -39.8% | -30.3% |
| 6M | -39.5% | +12.8% | -52.3% | -42.5% |
| YTD | -41.8% | -4.7% | -37.0% | -41.5% |
| 1Y | -38.9% | -17.2% | -21.7% | -35.5% |
| 3Y | -0.4% | +10.2% | -10.6% | -6.1% |
| 5Y | -4.2% | +76.9% | -81.1% | -24.2% |
| 10Y | +208.2% | +480.5% | -272.3% | +61.5% |
| All | +8,694.2% | +11,335.6% | -2,641.4% | +2,445.0% |
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