+6,591.6%
AJG vs DVA
+5,124.5%
+1,467.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -8.3% | -1.3% | -6.9% | -8.1% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | +9.1% | -10.9% | +20.0% | +10.2% |
| 6M | +15.2% | +17.3% | -2.1% | +12.4% |
| YTD | -6.3% | +59.8% | -66.1% | -11.9% |
| 1Y | -19.1% | +36.3% | -55.4% | -22.7% |
| 3Y | +8.2% | +88.6% | -80.4% | -1.1% |
| 5Y | +75.6% | +47.5% | +28.1% | +62.2% |
| 10Y | +471.1% | +185.2% | +285.9% | +383.6% |
| All | +6,591.6% | +5,124.5% | +1,467.2% | +4,806.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling