+11.5%
AJG vs DOC
+21.6%
-10.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | +19.4% | +7.7% | +11.6% | +18.5% |
| 3M | +11.9% | -2.0% | +13.9% | +11.6% |
| 6M | +48.3% | +5.9% | +42.4% | +48.8% |
| YTD | +10.3% | +31.8% | -21.5% | +11.0% |
| 1Y | +11.5% | +22.5% | -11.0% | +13.7% |
| All | +11.5% | +21.6% | -10.1% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling