+5,471.5%
DPZ vs AJG
+1,698.8%
+3,772.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.6% |
| 7D | +2.2% | +3.4% | -1.2% | +0.7% |
| 30D | +6.7% | +21.5% | -14.8% | -2.0% |
| 3M | -4.5% | +12.3% | -16.8% | -9.3% |
| 6M | +3.3% | +43.0% | -39.7% | -11.8% |
| YTD | -19.4% | +10.2% | -29.6% | -23.7% |
| 1Y | -17.3% | +13.9% | -31.2% | -22.9% |
| 3Y | -8.4% | +17.2% | -25.6% | -17.4% |
| 5Y | -28.2% | +84.6% | -112.9% | -48.0% |
| 10Y | +130.9% | +545.1% | -414.2% | -16.4% |
| All | +5,471.5% | +1,698.8% | +3,772.7% | +1,041.7% |
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