-40.7%
DIS vs AJG
+75.6%
-116.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -1.3% | -8.5% | +7.3% | +1.7% |
| 30D | +2.2% | -3.8% | +6.0% | +3.5% |
| 3M | +8.1% | +10.8% | -2.7% | +4.3% |
| 6M | +5.2% | +15.6% | -10.4% | -0.2% |
| YTD | -6.3% | -5.1% | -1.1% | -5.0% |
| 1Y | -7.3% | -16.0% | +8.7% | -1.9% |
| 3Y | +33.8% | +9.7% | +24.0% | +21.0% |
| 5Y | -40.7% | +77.8% | -118.5% | -61.0% |
| All | -40.7% | +75.6% | -116.3% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling