+8.2%
AJG vs DRI
+54.5%
-46.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | -8.3% | -3.2% | -5.0% | -7.6% |
| 30D | -5.7% | -7.8% | +2.1% | -4.1% |
| 3M | +9.1% | +0.4% | +8.7% | +9.0% |
| 6M | +15.2% | +4.8% | +10.4% | +14.0% |
| YTD | -6.3% | +16.7% | -23.0% | -9.5% |
| 1Y | -19.1% | +1.5% | -20.6% | -19.8% |
| 3Y | +8.2% | +56.3% | -48.0% | +0.6% |
| All | +8.2% | +54.5% | -46.3% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling