+1,762.6%
NOK vs AJG
+7,839.3%
-6,076.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.3% |
| 7D | +11.0% | -8.3% | +19.2% | +14.3% |
| 30D | +7.8% | -5.7% | +13.5% | +9.7% |
| 3M | -21.0% | +9.1% | -30.1% | -25.1% |
| 6M | +40.9% | +15.2% | +25.7% | +29.7% |
| YTD | +72.0% | -6.3% | +78.3% | +70.4% |
| 1Y | +140.9% | -19.1% | +160.0% | +151.5% |
| 3Y | +194.3% | +8.2% | +186.0% | +167.2% |
| 5Y | +112.5% | +75.6% | +36.9% | +56.5% |
| 10Y | +137.7% | +471.1% | -333.4% | +6.0% |
| All | +1,762.6% | +7,839.3% | -6,076.6% | +220.0% |
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