-37.8%
NFLX vs AJG
-12.9%
-24.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -5.0% |
| 7D | -4.2% | -1.8% | -2.4% | -3.8% |
| 30D | +5.5% | +4.6% | +0.8% | +4.4% |
| 3M | -4.1% | +24.9% | -29.0% | -7.3% |
| 6M | -20.7% | +17.2% | -37.9% | -23.0% |
| YTD | -16.5% | +2.2% | -18.7% | -19.9% |
| 1Y | -37.8% | -11.5% | -26.3% | -42.3% |
| All | -37.8% | -12.9% | -24.9% | -42.3% |
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