+63,447.4%
NFLX vs AJG
+1,317.3%
+62,130.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.3% |
| 7D | -8.1% | -7.4% | -0.7% | -4.9% |
| 30D | -0.3% | -3.0% | +2.6% | +1.0% |
| 3M | -6.6% | +12.8% | -19.5% | -11.8% |
| 6M | -22.7% | +12.8% | -35.5% | -27.4% |
| YTD | -18.9% | -4.7% | -14.2% | -18.2% |
| 1Y | -39.8% | -17.2% | -22.6% | -35.7% |
| 3Y | +71.7% | +10.2% | +61.5% | +56.2% |
| 5Y | +27.2% | +76.9% | -49.7% | -8.7% |
| 10Y | +687.9% | +480.5% | +207.3% | +207.5% |
| All | +63,447.4% | +1,317.3% | +62,130.1% | +11,125.4% |
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