+75.2%
AJG vs DKS
+14.7%
+60.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.4% |
| 7D | -8.3% | -2.0% | -6.2% | -8.1% |
| 30D | -5.7% | -32.7% | +27.1% | -3.0% |
| 3M | +9.1% | -38.8% | +47.9% | +13.0% |
| 6M | +15.2% | -29.4% | +44.7% | +17.5% |
| YTD | -6.3% | -30.3% | +24.0% | -4.4% |
| 1Y | -19.1% | -39.6% | +20.5% | -16.5% |
| 3Y | +8.2% | +32.2% | -24.0% | -2.3% |
| All | +75.2% | +14.7% | +60.5% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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