+17.5%
AJG vs NYT
+11.3%
+6.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +7.4% | -5.5% | +13.0% | +8.6% |
| 30D | +25.3% | +2.7% | +22.6% | +24.9% |
| 3M | +15.1% | +0.5% | +14.6% | +15.2% |
| 6M | +40.8% | -14.6% | +55.4% | +41.5% |
| YTD | +12.3% | -4.4% | +16.7% | +15.2% |
| 1Y | +17.5% | +15.2% | +2.3% | +16.9% |
| All | +17.5% | +11.3% | +6.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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