+7,540.2%
AJG vs DGX
+8,778.1%
-1,237.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -8.3% | -0.9% | -7.4% | -8.1% |
| 30D | -5.7% | -1.2% | -4.5% | -5.4% |
| 3M | +9.1% | +15.8% | -6.7% | +5.1% |
| 6M | +15.2% | +18.2% | -3.0% | +10.4% |
| YTD | -6.3% | +37.2% | -43.5% | -13.7% |
| 1Y | -19.1% | +30.4% | -49.5% | -24.7% |
| 3Y | +8.2% | +96.7% | -88.5% | -9.6% |
| 5Y | +75.6% | +67.2% | +8.5% | +51.6% |
| 10Y | +471.1% | +253.9% | +217.2% | +306.5% |
| All | +7,540.2% | +8,778.1% | -1,237.9% | +2,799.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling