+287.4%
NET vs AJG
+22.1%
+265.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.2% | -8.3% |
| 7D | -21.2% | +7.4% | -28.6% | -20.9% |
| 30D | -31.1% | +25.3% | -56.5% | -30.9% |
| 3M | -16.5% | +15.1% | -31.6% | -16.3% |
| 6M | 0.0% | +40.8% | -40.8% | -1.2% |
| YTD | +24.0% | +12.3% | +11.7% | +22.0% |
| 1Y | +7.0% | +17.5% | -10.5% | +5.2% |
| All | +287.4% | +22.1% | +265.4% | +306.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling