+12,501.5%
DHI vs AJG
+10,709.6%
+1,791.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | -3.4% | -8.3% | +4.9% | +1.1% |
| 30D | -5.4% | -5.7% | +0.2% | -2.6% |
| 3M | -10.4% | +9.1% | -19.5% | -15.3% |
| 6M | -2.8% | +15.2% | -18.0% | -11.2% |
| YTD | -3.4% | -6.3% | +2.9% | -2.4% |
| 1Y | -22.9% | -19.1% | -3.8% | -15.9% |
| 3Y | +20.7% | +8.2% | +12.5% | +8.8% |
| 5Y | +62.1% | +75.6% | -13.5% | +10.7% |
| 10Y | +410.4% | +471.1% | -60.7% | +85.9% |
| All | +12,501.5% | +10,709.6% | +1,791.9% | +1,751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling