-39.3%
NFLX vs AJG
+19.3%
-58.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +2.8% |
| 7D | +7.1% | +10.7% | -3.6% | +3.4% |
| 30D | -1.6% | +26.9% | -28.5% | -9.2% |
| 3M | -9.8% | +16.6% | -26.3% | -14.4% |
| 6M | -27.1% | +40.1% | -67.2% | -33.7% |
| YTD | -29.2% | +12.4% | -41.6% | -33.8% |
| 1Y | -39.3% | +15.9% | -55.2% | -44.3% |
| All | -39.3% | +19.3% | -58.6% | -44.3% |
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