+8.2%
AJG vs DOV
+37.0%
-28.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -8.3% | -2.0% | -6.3% | -8.1% |
| 30D | -5.7% | -8.9% | +3.2% | -4.9% |
| 3M | +9.1% | -13.3% | +22.3% | +10.2% |
| 6M | +15.2% | -9.7% | +24.9% | +15.5% |
| YTD | -6.3% | -2.5% | -3.8% | -7.5% |
| 1Y | -19.1% | +7.2% | -26.4% | -21.5% |
| 3Y | +8.2% | +39.4% | -31.2% | +6.8% |
| All | +8.2% | +37.0% | -28.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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