+539.4%
AJG vs DOC
+23.6%
+515.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.2% | +1.0% | -3.3% | -2.5% |
| 30D | +20.6% | +8.1% | +12.4% | +17.6% |
| 3M | +11.5% | +0.9% | +10.6% | +11.2% |
| 6M | +42.9% | +6.3% | +36.6% | +40.1% |
| YTD | +10.0% | +33.8% | -23.8% | -1.1% |
| 1Y | +11.9% | +21.6% | -9.7% | +3.9% |
| 3Y | +16.9% | +53.4% | -36.5% | -2.3% |
| 5Y | +82.5% | -21.0% | +103.5% | +93.5% |
| 10Y | +539.4% | +22.5% | +516.9% | +477.0% |
| All | +539.4% | +23.6% | +515.8% | +477.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling