+5,622.1%
DPZ vs AJG
+1,567.3%
+4,054.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | -7.0% | +4.6% | -11.6% | -8.7% |
| 3M | +11.6% | +24.9% | -13.3% | +1.3% |
| 6M | -15.2% | +17.2% | -32.4% | -21.2% |
| YTD | -17.2% | +2.2% | -19.4% | -18.9% |
| 1Y | -24.8% | -11.5% | -13.3% | -21.8% |
| 3Y | -8.7% | +16.7% | -25.4% | -17.6% |
| 5Y | -28.9% | +89.6% | -118.5% | -49.3% |
| 10Y | +153.6% | +512.4% | -358.8% | -6.4% |
| All | +5,622.1% | +1,567.3% | +4,054.8% | +1,113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling