-19.1%
AJG vs NVMI
+32.8%
-51.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.0% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -5.7% | -8.4% | +2.7% | -6.8% |
| 3M | +9.1% | -33.6% | +42.6% | +4.2% |
| 6M | +15.2% | -14.7% | +29.9% | +12.9% |
| YTD | -6.3% | +13.2% | -19.5% | -6.1% |
| 1Y | -19.1% | +29.0% | -48.1% | -17.1% |
| All | -19.1% | +32.8% | -51.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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