+84.0%
AJG vs NYT
+48.5%
+35.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.2% | +4.5% |
| 7D | -3.3% | +4.5% | -7.9% | -4.0% |
| 30D | +1.1% | +8.6% | -7.5% | -0.3% |
| 3M | +16.1% | -3.8% | +20.0% | +16.6% |
| 6M | +22.6% | -10.8% | +33.3% | +24.2% |
| YTD | -1.2% | +2.2% | -3.4% | -2.2% |
| 1Y | -13.8% | +20.8% | -34.6% | -17.2% |
| 3Y | +12.6% | +68.0% | -55.4% | +0.2% |
| 5Y | +84.0% | +49.9% | +34.0% | +58.7% |
| All | +84.0% | +48.5% | +35.4% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling