+11,036.6%
AJG vs NYT
+758.3%
+10,278.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -8.3% | -0.6% | -7.7% | -8.2% |
| 30D | -5.7% | +4.6% | -10.3% | -6.5% |
| 3M | +9.1% | -9.6% | +18.7% | +10.9% |
| 6M | +15.2% | -14.0% | +29.2% | +17.9% |
| YTD | -6.3% | -2.8% | -3.5% | -6.4% |
| 1Y | -19.1% | +15.6% | -34.7% | -21.8% |
| 3Y | +8.2% | +56.3% | -48.1% | -2.3% |
| 5Y | +75.6% | +39.5% | +36.1% | +59.1% |
| 10Y | +471.1% | +488.0% | -16.9% | +287.7% |
| All | +11,036.6% | +758.3% | +10,278.2% | +6,685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling