+79.2%
AJG vs DOC
-21.3%
+100.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.4% |
| 3M | +11.5% | +0.9% | +10.6% | +11.2% |
| 6M | +42.9% | +6.3% | +36.6% | +41.0% |
| YTD | +10.0% | +33.8% | -23.8% | +2.4% |
| 1Y | +11.9% | +21.6% | -9.7% | +6.8% |
| 3Y | +16.9% | +53.4% | -36.5% | +2.7% |
| All | +79.2% | -21.3% | +100.5% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling