+279.2%
RTX vs AJG
+473.1%
-193.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | -1.5% | -8.3% | +6.7% | +3.0% |
| 30D | -11.0% | -5.7% | -5.3% | -8.5% |
| 3M | +7.7% | +9.1% | -1.4% | +1.5% |
| 6M | -3.9% | +15.2% | -19.1% | -12.8% |
| YTD | +9.0% | -6.3% | +15.2% | +10.3% |
| 1Y | +27.3% | -19.1% | +46.4% | +40.0% |
| 3Y | +172.9% | +8.2% | +164.7% | +138.3% |
| 5Y | +165.2% | +75.6% | +89.5% | +57.5% |
| All | +279.2% | +473.1% | -193.9% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling