+15,891.4%
NOC vs AJG
+11,150.2%
+4,741.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.8% | -8.3% | +9.0% | +3.0% |
| 30D | -9.7% | -5.7% | -4.0% | -8.5% |
| 3M | -5.6% | +9.1% | -14.7% | -8.1% |
| 6M | -28.6% | +15.2% | -43.8% | -31.6% |
| YTD | -7.9% | -6.3% | -1.6% | -7.1% |
| 1Y | -9.5% | -19.1% | +9.6% | -5.4% |
| 3Y | +28.4% | +8.2% | +20.1% | +23.3% |
| 5Y | +59.0% | +75.6% | -16.7% | +33.7% |
| 10Y | +191.3% | +471.1% | -279.9% | +84.6% |
| All | +15,891.4% | +11,150.2% | +4,741.2% | +6,648.1% |
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