+147.0%
DPZ vs AJG
+472.7%
-325.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.3% |
| 7D | -7.3% | -7.4% | +0.1% | -5.1% |
| 30D | -7.6% | -3.0% | -4.6% | -6.7% |
| 3M | +1.8% | +12.8% | -11.0% | -1.5% |
| 6M | -21.8% | +12.8% | -34.7% | -24.5% |
| YTD | -22.0% | -4.7% | -17.3% | -21.3% |
| 1Y | -28.6% | -17.2% | -11.4% | -25.1% |
| 3Y | -13.1% | +10.2% | -23.3% | -16.7% |
| 5Y | -33.2% | +76.9% | -110.1% | -44.1% |
| 10Y | +147.0% | +480.5% | -333.5% | +58.1% |
| All | +147.0% | +472.7% | -325.7% | +58.1% |
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