+459.5%
AJG vs DAR
+366.1%
+93.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -8.3% | -0.1% | -8.1% | -8.3% |
| 30D | -5.7% | +2.6% | -8.3% | -6.4% |
| 3M | +9.1% | +14.2% | -5.1% | +5.7% |
| 6M | +15.2% | +17.2% | -2.0% | +10.8% |
| YTD | -6.3% | +80.9% | -87.2% | -17.8% |
| 1Y | -19.1% | +104.0% | -123.1% | -31.2% |
| 3Y | +8.2% | +3.6% | +4.6% | +4.2% |
| 5Y | +75.6% | -7.8% | +83.4% | +67.6% |
| All | +459.5% | +366.1% | +93.4% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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