+14.7%
RTX vs AJG
+19.3%
-4.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -3.3% |
| 7D | +1.3% | +10.7% | -9.4% | -0.1% |
| 30D | +7.6% | +26.9% | -19.3% | +4.4% |
| 3M | -8.6% | +16.6% | -25.2% | -10.7% |
| 6M | +15.6% | +40.1% | -24.5% | +10.3% |
| YTD | +9.4% | +12.4% | -3.1% | +6.5% |
| 1Y | +14.7% | +15.9% | -1.2% | +10.4% |
| All | +14.7% | +19.3% | -4.7% | +10.4% |
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