+1,229.2%
DVN vs AJG
+11,150.2%
-9,921.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +4.5% | -8.3% | +12.8% | +7.5% |
| 30D | +12.0% | -5.7% | +17.6% | +13.9% |
| 3M | +13.4% | +9.1% | +4.3% | +9.3% |
| 6M | +12.1% | +15.2% | -3.1% | +5.5% |
| YTD | +38.8% | -6.3% | +45.1% | +39.5% |
| 1Y | +46.0% | -19.1% | +65.1% | +54.0% |
| 3Y | +9.5% | +8.2% | +1.3% | +2.5% |
| 5Y | +125.3% | +75.6% | +49.6% | +76.5% |
| 10Y | +66.6% | +471.1% | -404.5% | -7.9% |
| All | +1,229.2% | +11,150.2% | -9,921.0% | +300.1% |
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