+14.8%
RSP vs AJG
-17.2%
+31.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -1.9% | -8.3% | +6.4% | -1.3% |
| 30D | -2.8% | -5.7% | +2.9% | -2.4% |
| 3M | +2.8% | +9.1% | -6.2% | +2.4% |
| 6M | +10.2% | +15.2% | -5.0% | +9.3% |
| YTD | +13.1% | -6.3% | +19.4% | +14.2% |
| 1Y | +14.8% | -19.1% | +33.9% | +18.2% |
| All | +14.8% | -17.2% | +31.9% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling