+75.2%
AJG vs DGX
+66.8%
+8.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -8.3% | -0.9% | -7.4% | -8.0% |
| 30D | -5.7% | -1.2% | -4.5% | -5.4% |
| 3M | +9.1% | +15.8% | -6.7% | +4.4% |
| 6M | +15.2% | +18.2% | -3.0% | +9.5% |
| YTD | -6.3% | +37.2% | -43.5% | -15.3% |
| 1Y | -19.1% | +30.4% | -49.5% | -25.7% |
| 3Y | +8.2% | +96.7% | -88.5% | -13.8% |
| All | +75.2% | +66.8% | +8.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling