+8.2%
AJG vs DD
+41.1%
-32.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -8.3% | -3.5% | -4.8% | -8.0% |
| 30D | -5.7% | -11.7% | +6.0% | -4.9% |
| 3M | +9.1% | -9.2% | +18.3% | +9.7% |
| 6M | +15.2% | -7.2% | +22.4% | +15.3% |
| YTD | -6.3% | +6.6% | -12.9% | -8.2% |
| 1Y | -19.1% | +32.0% | -51.1% | -23.1% |
| 3Y | +8.2% | +42.1% | -33.9% | +2.5% |
| All | +8.2% | +41.1% | -32.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling