+1,822.0%
AJG vs DKS
+6,103.2%
-4,281.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -8.3% | -3.0% | -5.3% | -7.8% |
| 30D | -5.7% | -33.4% | +27.7% | -0.3% |
| 3M | +9.1% | -39.4% | +48.4% | +17.0% |
| 6M | +15.2% | -30.1% | +45.3% | +20.0% |
| YTD | -6.3% | -31.0% | +24.7% | -2.3% |
| 1Y | -19.1% | -40.2% | +21.1% | -13.9% |
| 3Y | +8.2% | +30.9% | -22.7% | -3.5% |
| 5Y | +75.6% | +14.0% | +61.6% | +54.4% |
| 10Y | +471.1% | +202.1% | +269.0% | +278.7% |
| All | +1,822.0% | +6,103.2% | -4,281.2% | +639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling