-19.1%
AJG vs DRI
+2.4%
-21.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.4% |
| 7D | -8.3% | -3.2% | -5.0% | -7.7% |
| 30D | -5.7% | -7.8% | +2.1% | -4.4% |
| 3M | +9.1% | +0.4% | +8.7% | +9.0% |
| 6M | +15.2% | +4.8% | +10.4% | +14.4% |
| YTD | -6.3% | +16.7% | -23.0% | -7.8% |
| 1Y | -19.1% | +1.5% | -20.6% | -22.7% |
| All | -19.1% | +2.4% | -21.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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