+1,106.1%
DIA vs AJG
+6,461.6%
-5,355.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | +0.2% |
| 7D | -1.2% | -7.4% | +6.1% | +1.3% |
| 30D | -2.7% | -3.0% | +0.3% | -1.8% |
| 3M | +3.3% | +12.8% | -9.6% | -1.6% |
| 6M | +10.4% | +12.8% | -2.4% | +4.8% |
| YTD | +10.0% | -4.7% | +14.7% | +10.1% |
| 1Y | +16.2% | -17.2% | +33.4% | +21.7% |
| 3Y | +58.7% | +10.2% | +48.6% | +48.2% |
| 5Y | +63.6% | +76.9% | -13.4% | +28.1% |
| 10Y | +251.0% | +480.5% | -229.5% | +86.5% |
| All | +1,106.1% | +6,461.6% | -5,355.5% | +225.1% |
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