+471.2%
NEM vs AJG
+11,150.2%
-10,679.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | -1.0% | -8.3% | +7.3% | -0.3% |
| 30D | +7.8% | -5.7% | +13.5% | +8.4% |
| 3M | +30.2% | +9.1% | +21.1% | +28.9% |
| 6M | +9.6% | +15.2% | -5.6% | +7.7% |
| YTD | +27.8% | -6.3% | +34.1% | +28.0% |
| 1Y | +60.7% | -19.1% | +79.8% | +63.1% |
| 3Y | +245.3% | +8.2% | +237.1% | +240.4% |
| 5Y | +155.3% | +75.6% | +79.7% | +139.5% |
| 10Y | +313.2% | +471.1% | -158.0% | +252.1% |
| All | +471.2% | +11,150.2% | -10,679.0% | +419.1% |
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