+17.2%
AJG vs DOC
+54.0%
-36.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +3.4% | +4.3% | -1.0% | +2.7% |
| 30D | +21.5% | +9.2% | +12.3% | +20.0% |
| 3M | +12.3% | -0.8% | +13.1% | +12.2% |
| 6M | +43.0% | +7.1% | +35.9% | +42.0% |
| YTD | +10.2% | +34.0% | -23.8% | +6.5% |
| 1Y | +13.9% | +23.2% | -9.3% | +11.6% |
| 3Y | +17.2% | +53.6% | -36.4% | +21.6% |
| All | +17.2% | +54.0% | -36.8% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling