-27.8%
DPZ vs AJG
+83.6%
-111.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | +8.0% | +20.6% | -12.6% | +0.5% |
| 3M | -4.2% | +13.4% | -17.6% | -8.7% |
| 6M | +4.6% | +41.9% | -37.4% | -7.9% |
| YTD | -18.4% | +9.4% | -27.8% | -21.7% |
| 1Y | -16.8% | +13.6% | -30.3% | -21.3% |
| 3Y | -5.0% | +17.0% | -22.1% | -13.0% |
| 5Y | -27.8% | +82.9% | -110.7% | -49.8% |
| All | -27.8% | +83.6% | -111.4% | -49.8% |
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 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