+1,103.3%
RSP vs AJG
+1,867.6%
-764.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.4% |
| 7D | -1.8% | -7.4% | +5.6% | +1.9% |
| 30D | -2.5% | -3.0% | +0.4% | -1.3% |
| 3M | +3.0% | +12.8% | -9.8% | -3.9% |
| 6M | +8.9% | +12.8% | -3.9% | +0.9% |
| YTD | +13.0% | -4.7% | +17.7% | +13.0% |
| 1Y | +16.2% | -17.2% | +33.4% | +24.3% |
| 3Y | +52.7% | +10.2% | +42.5% | +36.9% |
| 5Y | +50.5% | +76.9% | -26.5% | +3.2% |
| 10Y | +209.8% | +480.5% | -270.7% | +13.0% |
| All | +1,103.3% | +1,867.6% | -764.3% | +133.6% |
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 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