+31.3%
NFLX vs AJG
+74.4%
-43.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.3% |
| 7D | -1.1% | -8.3% | +7.2% | +2.1% |
| 30D | +4.3% | -5.7% | +10.0% | +6.5% |
| 3M | -4.8% | +9.1% | -13.8% | -7.9% |
| 6M | -18.4% | +15.2% | -33.6% | -23.0% |
| YTD | -17.4% | -6.3% | -11.2% | -16.1% |
| 1Y | -35.7% | -19.1% | -16.6% | -30.9% |
| 3Y | +73.8% | +8.2% | +65.6% | +54.2% |
| All | +31.3% | +74.4% | -43.0% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling