+1,022.8%
NBIS vs AJG
-14.9%
+1,037.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -2.3% |
| 7D | -0.8% | -8.3% | +7.5% | -5.7% |
| 30D | -13.4% | -5.7% | -7.7% | -15.8% |
| 3M | +1.0% | +9.1% | -8.0% | +5.6% |
| 6M | +100.5% | +15.2% | +85.3% | +113.3% |
| YTD | +168.3% | -6.3% | +174.6% | +168.2% |
| 1Y | +151.8% | -19.1% | +170.9% | +145.7% |
| All | +1,022.8% | -14.9% | +1,037.7% | +1,064.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling