+52,902.4%
DHR vs AJG
+11,150.2%
+41,752.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.6% | -8.3% | +4.6% | -1.1% |
| 30D | -2.7% | -5.7% | +2.9% | -1.1% |
| 3M | +10.9% | +9.1% | +1.9% | +7.8% |
| 6M | +3.0% | +15.2% | -12.2% | -1.7% |
| YTD | -12.2% | -6.3% | -5.9% | -11.3% |
| 1Y | +3.3% | -19.1% | +22.4% | +8.9% |
| 3Y | -8.2% | +8.2% | -16.4% | -12.6% |
| 5Y | -29.9% | +75.6% | -105.5% | -42.4% |
| 10Y | +208.5% | +471.1% | -262.6% | +81.1% |
| All | +52,902.4% | +11,150.2% | +41,752.2% | +16,420.0% |
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 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