+19.3%
AJG vs DOC
+44.2%
-24.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +2.0% | +6.5% | -4.5% | +1.1% |
| 30D | +24.0% | +9.2% | +14.8% | +22.5% |
| 3M | +12.2% | -2.5% | +14.7% | +12.3% |
| 6M | +43.9% | +7.1% | +36.8% | +43.0% |
| YTD | +9.8% | +33.0% | -23.2% | +6.4% |
| 1Y | +16.2% | +23.3% | -7.1% | +13.9% |
| 3Y | +19.3% | +44.9% | -25.6% | +22.3% |
| All | +19.3% | +44.2% | -24.9% | +22.3% |
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