+7,642.7%
AJG vs DAR
+1,817.4%
+5,825.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -7.0% | -4.1% |
| 7D | -3.8% | -0.9% | -2.9% | -3.7% |
| 30D | +1.6% | +13.0% | -11.3% | +1.1% |
| 3M | +18.6% | +15.0% | +3.6% | +17.8% |
| 6M | +10.9% | +26.8% | -16.0% | +9.6% |
| YTD | -2.0% | +86.4% | -88.4% | -4.6% |
| 1Y | -14.9% | +115.1% | -130.0% | -17.8% |
| 3Y | +13.4% | +14.6% | -1.2% | +11.7% |
| 5Y | +83.2% | -8.8% | +92.0% | +81.4% |
| 10Y | +484.3% | +356.5% | +127.7% | +444.1% |
| All | +7,642.7% | +1,817.4% | +5,825.3% | +7,388.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling