-17.3%
DPZ vs AJG
+14.9%
-32.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.5% |
| 7D | +2.2% | +3.4% | -1.2% | +0.9% |
| 30D | +6.7% | +21.5% | -14.8% | -0.7% |
| 3M | -4.5% | +12.3% | -16.8% | -8.4% |
| 6M | +3.3% | +43.0% | -39.7% | -5.0% |
| YTD | -19.4% | +10.2% | -29.6% | -23.2% |
| 1Y | -17.3% | +13.9% | -31.2% | -22.6% |
| All | -17.3% | +14.9% | -32.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling