-11.5%
AJG vs NTR
+43.1%
-54.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -1.8% | +8.1% | -9.9% | -2.1% |
| 30D | +4.6% | +18.8% | -14.1% | +3.9% |
| 3M | +24.9% | +16.2% | +8.7% | +24.0% |
| 6M | +17.2% | +9.8% | +7.4% | +15.7% |
| YTD | +2.2% | +30.9% | -28.7% | -0.6% |
| 1Y | -11.5% | +41.8% | -53.3% | -15.0% |
| All | -11.5% | +43.1% | -54.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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