+23,786.9%
ROP vs AJG
+10,914.2%
+12,872.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -8.0% | -8.5% | +0.5% | -4.9% |
| 30D | -2.7% | -3.8% | +1.0% | -1.4% |
| 3M | +16.6% | +10.8% | +5.8% | +12.3% |
| 6M | +10.4% | +15.6% | -5.2% | +4.5% |
| YTD | -12.1% | -5.1% | -7.0% | -10.7% |
| 1Y | -23.6% | -16.0% | -7.6% | -19.2% |
| 3Y | -19.3% | +9.7% | -29.1% | -23.4% |
| 5Y | -15.4% | +77.8% | -93.2% | -32.7% |
| 10Y | +134.6% | +478.2% | -343.6% | +26.9% |
| All | +23,786.9% | +10,914.2% | +12,872.7% | +7,497.2% |
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