+40.9%
NOK vs AJG
+12.4%
+28.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +3.9% |
| 7D | +11.0% | -8.3% | +19.2% | +4.2% |
| 30D | +7.8% | -5.7% | +13.5% | +3.7% |
| 3M | -21.0% | +9.1% | -30.1% | -15.6% |
| 6M | +40.9% | +15.2% | +25.7% | +58.3% |
| All | +40.9% | +12.4% | +28.4% | +58.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling