+145.0%
DPZ vs AJG
+538.5%
-393.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.9% |
| 7D | +2.2% | +0.5% | +1.8% | +2.1% |
| 30D | +15.5% | +19.4% | -3.9% | +9.3% |
| 3M | -2.0% | +11.9% | -13.9% | -5.3% |
| 6M | +12.1% | +48.3% | -36.1% | -0.1% |
| YTD | -16.6% | +10.3% | -26.9% | -19.6% |
| 1Y | -14.6% | +11.5% | -26.1% | -18.0% |
| 3Y | -4.1% | +17.5% | -21.7% | -10.0% |
| 5Y | -28.3% | +79.8% | -108.1% | -41.0% |
| All | +145.0% | +538.5% | -393.5% | +47.4% |
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