+36.0%
DVN vs AJG
+16.2%
+19.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -16.2% | +7.4% | -23.6% | -15.9% |
| 30D | -10.7% | +25.3% | -36.1% | -10.3% |
| 3M | +2.5% | +15.1% | -12.5% | +2.9% |
| 6M | -14.8% | +40.8% | -55.6% | -14.6% |
| YTD | +19.3% | +12.3% | +6.9% | +21.0% |
| 1Y | +36.0% | +17.5% | +18.5% | +38.0% |
| All | +36.0% | +16.2% | +19.8% | +38.0% |
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