+1,381.0%
NET vs AJG
+257.0%
+1,124.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.0% | -4.8% |
| 7D | -16.4% | +10.7% | -27.1% | -20.2% |
| 30D | -25.8% | +26.9% | -52.8% | -33.7% |
| 3M | -11.5% | +16.6% | -28.1% | -18.5% |
| 6M | +18.9% | +40.1% | -21.2% | -0.9% |
| YTD | +35.2% | +12.4% | +22.8% | +24.4% |
| 1Y | +14.5% | +15.9% | -1.5% | +3.2% |
| 3Y | +313.8% | +22.5% | +291.3% | +238.8% |
| 5Y | +32.6% | +88.9% | -56.3% | -17.9% |
| All | +1,381.0% | +257.0% | +1,124.0% | +592.7% |
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