-15.0%
ROP vs AJG
+74.4%
-89.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -4.6% | -8.3% | +3.7% | -0.5% |
| 30D | -1.7% | -5.7% | +4.0% | +1.0% |
| 3M | +17.1% | +9.1% | +8.0% | +12.4% |
| 6M | +10.9% | +15.2% | -4.4% | +3.4% |
| YTD | -12.1% | -6.3% | -5.8% | -9.9% |
| 1Y | -24.2% | -19.1% | -5.1% | -17.1% |
| 3Y | -20.4% | +8.2% | -28.6% | -27.3% |
| All | -15.0% | +74.4% | -89.4% | -42.0% |
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 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