-11.5%
AJG vs DVA
+35.1%
-46.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -1.8% | +1.8% | -3.7% | -1.9% |
| 30D | +4.6% | -2.5% | +7.1% | +4.7% |
| 3M | +24.9% | -4.3% | +29.2% | +25.3% |
| 6M | +17.2% | +18.9% | -1.7% | +17.5% |
| YTD | +2.2% | +61.9% | -59.8% | -2.2% |
| 1Y | -11.5% | +35.7% | -47.2% | -10.5% |
| All | -11.5% | +35.1% | -46.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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