+336.7%
AJG vs NTR
+97.9%
+238.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -8.3% | -1.3% | -7.0% | -8.1% |
| 30D | -5.7% | +16.8% | -22.5% | -8.6% |
| 3M | +9.1% | +20.7% | -11.7% | +4.9% |
| 6M | +15.2% | +0.5% | +14.7% | +14.3% |
| YTD | -6.3% | +29.2% | -35.5% | -12.1% |
| 1Y | -19.1% | +39.6% | -58.7% | -25.6% |
| 3Y | +8.2% | +37.9% | -29.6% | -1.8% |
| 5Y | +75.6% | +47.1% | +28.6% | +45.9% |
| All | +336.7% | +97.9% | +238.7% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling