+459.5%
AJG vs NTRS
+259.9%
+199.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -8.3% | +1.4% | -9.6% | -8.7% |
| 30D | -5.7% | -0.7% | -5.0% | -5.5% |
| 3M | +9.1% | +11.3% | -2.2% | +5.1% |
| 6M | +15.2% | +35.5% | -20.3% | +4.0% |
| YTD | -6.3% | +40.6% | -46.9% | -16.7% |
| 1Y | -19.1% | +49.2% | -68.3% | -29.6% |
| 3Y | +8.2% | +167.2% | -159.0% | -24.8% |
| 5Y | +75.6% | +94.9% | -19.3% | +33.7% |
| All | +459.5% | +259.9% | +199.6% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling