+10,099.4%
RTX vs AJG
+11,335.6%
-1,236.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.3% |
| 7D | -1.6% | -7.4% | +5.8% | +0.9% |
| 30D | -11.6% | -3.0% | -8.6% | -10.8% |
| 3M | +9.2% | +12.8% | -3.7% | +4.2% |
| 6M | -4.4% | +12.8% | -17.3% | -9.1% |
| YTD | +8.9% | -4.7% | +13.6% | +9.2% |
| 1Y | +32.1% | -17.2% | +49.3% | +38.5% |
| 3Y | +151.2% | +10.2% | +141.0% | +135.6% |
| 5Y | +162.9% | +76.9% | +86.0% | +108.1% |
| 10Y | +283.9% | +480.5% | -196.6% | +114.3% |
| All | +10,099.4% | +11,335.6% | -1,236.2% | +2,764.6% |
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