+18.9%
NET vs AJG
+39.6%
-20.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.0% | -1.4% |
| 7D | -16.4% | +10.7% | -27.1% | -14.7% |
| 30D | -25.8% | +26.9% | -52.8% | -23.6% |
| 3M | -11.5% | +16.6% | -28.1% | -9.9% |
| 6M | +18.9% | +40.1% | -21.2% | +10.6% |
| All | +18.9% | +39.6% | -20.6% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling