+6,872.1%
AJG vs DRI
+7,313.6%
-441.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.5% |
| 7D | -7.4% | -4.8% | -2.6% | -6.5% |
| 30D | -3.0% | -3.9% | +1.0% | -2.2% |
| 3M | +12.8% | +5.1% | +7.8% | +11.7% |
| 6M | +12.8% | +5.5% | +7.3% | +11.4% |
| YTD | -4.7% | +16.5% | -21.2% | -7.9% |
| 1Y | -17.2% | +2.0% | -19.2% | -18.0% |
| 3Y | +10.2% | +54.5% | -44.3% | -0.3% |
| 5Y | +76.9% | +66.6% | +10.3% | +56.4% |
| 10Y | +480.5% | +353.6% | +126.9% | +302.8% |
| All | +6,872.1% | +7,313.6% | -441.5% | +2,968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling