+32.8%
NET vs AJG
-12.9%
+45.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.1% |
| 7D | -7.0% | -1.8% | -5.2% | -7.1% |
| 30D | -4.8% | +4.6% | -9.4% | -4.6% |
| 3M | +3.8% | +24.9% | -21.1% | +4.3% |
| 6M | +50.0% | +17.2% | +32.8% | +46.9% |
| YTD | +41.5% | +2.2% | +39.3% | +29.5% |
| 1Y | +32.8% | -11.5% | +44.3% | +19.8% |
| All | +32.8% | -12.9% | +45.7% | +19.8% |
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