-26.2%
DT vs AJG
+74.4%
-100.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -1.6% | -8.3% | +6.7% | +2.5% |
| 30D | +3.0% | -5.7% | +8.7% | +5.7% |
| 3M | +26.5% | +9.1% | +17.4% | +20.1% |
| 6M | +35.9% | +15.2% | +20.7% | +25.3% |
| YTD | +17.8% | -6.3% | +24.1% | +19.3% |
| 1Y | +4.1% | -19.1% | +23.2% | +14.0% |
| 3Y | +5.3% | +8.2% | -2.9% | -10.8% |
| All | -26.2% | +74.4% | -100.5% | -61.2% |
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