+2.9%
NBIS vs AJG
+16.2%
-13.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.1% | -14.9% | -15.0% |
| 7D | -30.0% | +7.4% | -37.4% | -24.4% |
| 30D | -51.8% | +25.3% | -77.2% | -39.7% |
| 3M | -45.0% | +15.1% | -60.1% | -35.2% |
| 6M | -31.6% | +40.8% | -72.4% | -10.9% |
| YTD | +43.8% | +12.3% | +31.5% | +68.5% |
| 1Y | +2.9% | +17.5% | -14.6% | +24.9% |
| All | +2.9% | +16.2% | -13.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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