+23.5%
DIS vs AJG
+473.1%
-449.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | +1.2% | -8.3% | +9.4% | +5.1% |
| 30D | +3.2% | -5.7% | +8.9% | +5.9% |
| 3M | +7.0% | +9.1% | -2.1% | +2.4% |
| 6M | +6.4% | +15.2% | -8.8% | -1.3% |
| YTD | -5.6% | -6.3% | +0.7% | -4.0% |
| 1Y | -7.7% | -19.1% | +11.4% | +0.4% |
| 3Y | +33.2% | +8.2% | +24.9% | +20.1% |
| 5Y | -40.3% | +75.6% | -116.0% | -60.0% |
| All | +23.5% | +473.1% | -449.6% | -51.1% |
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 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