+8.2%
AJG vs DVA
+89.6%
-81.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -8.3% | -1.3% | -6.9% | -8.2% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | +9.1% | -10.9% | +20.0% | +9.8% |
| 6M | +15.2% | +17.3% | -2.1% | +13.5% |
| YTD | -6.3% | +59.8% | -66.1% | -11.5% |
| 1Y | -19.1% | +36.3% | -55.4% | -22.1% |
| 3Y | +8.2% | +88.6% | -80.4% | +4.0% |
| All | +8.2% | +89.6% | -81.4% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling