+2,564.8%
NOW vs AJG
+835.7%
+1,729.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -0.5% |
| 7D | -4.1% | -7.4% | +3.3% | +0.9% |
| 30D | +2.9% | -3.0% | +5.8% | +4.8% |
| 3M | +22.6% | +12.8% | +9.7% | +13.5% |
| 6M | +7.5% | +12.8% | -5.3% | -0.4% |
| YTD | -14.4% | -4.7% | -9.7% | -12.5% |
| 1Y | -29.8% | -17.2% | -12.6% | -22.1% |
| 3Y | +9.2% | +10.2% | -0.9% | -5.3% |
| 5Y | +0.8% | +76.9% | -76.1% | -38.3% |
| 10Y | +790.9% | +480.5% | +310.4% | +110.0% |
| All | +2,564.8% | +835.7% | +1,729.1% | +362.1% |
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