+619.9%
AJG vs NWSA
+120.6%
+499.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -8.5% | -4.8% | -3.8% | -7.1% |
| 30D | -3.8% | +3.0% | -6.7% | -4.6% |
| 3M | +10.8% | +9.3% | +1.5% | +7.8% |
| 6M | +15.6% | +23.2% | -7.6% | +8.4% |
| YTD | -5.1% | +13.3% | -18.5% | -9.0% |
| 1Y | -16.0% | +2.9% | -18.9% | -17.2% |
| 3Y | +9.7% | +43.3% | -33.6% | -3.5% |
| 5Y | +77.8% | +40.9% | +36.9% | +53.4% |
| 10Y | +478.2% | +148.1% | +330.1% | +288.4% |
| All | +619.9% | +120.6% | +499.3% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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