+4,404.4%
DELL vs AJG
+473.1%
+3,931.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +12.4% |
| 7D | +8.2% | -8.3% | +16.5% | +11.7% |
| 30D | +17.1% | -5.7% | +22.8% | +19.2% |
| 3M | +45.2% | +9.1% | +36.1% | +36.6% |
| 6M | +286.8% | +15.2% | +271.6% | +251.7% |
| YTD | +354.8% | -6.3% | +361.1% | +354.5% |
| 1Y | +358.3% | -19.1% | +377.4% | +389.6% |
| 3Y | +724.9% | +8.2% | +716.7% | +615.4% |
| 5Y | +1,193.7% | +75.6% | +1,118.1% | +715.4% |
| All | +4,404.4% | +473.1% | +3,931.3% | +1,533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling