+57.9%
DLR vs AJG
+8.2%
+49.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.8% |
| 7D | +0.1% | -8.3% | +8.4% | +0.4% |
| 30D | -4.3% | -5.7% | +1.4% | -4.1% |
| 3M | +3.8% | +9.1% | -5.3% | +2.8% |
| 6M | +5.8% | +15.2% | -9.4% | +4.2% |
| YTD | +23.5% | -6.3% | +29.8% | +24.7% |
| 1Y | +11.1% | -19.1% | +30.2% | +15.1% |
| 3Y | +57.9% | +8.2% | +49.7% | +45.8% |
| All | +57.9% | +8.2% | +49.7% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling