+75.2%
AJG vs DLTR
+30.4%
+44.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -8.3% | -10.1% | +1.8% | -7.3% |
| 30D | -5.7% | -8.1% | +2.4% | -4.9% |
| 3M | +9.1% | +2.9% | +6.2% | +8.9% |
| 6M | +15.2% | +4.3% | +10.9% | +14.5% |
| YTD | -6.3% | -3.9% | -2.4% | -6.2% |
| 1Y | -19.1% | +18.9% | -38.0% | -20.7% |
| 3Y | +8.2% | +1.9% | +6.3% | +7.2% |
| All | +75.2% | +30.4% | +44.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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