+5,578.7%
NSC vs AJG
+11,671.2%
-6,092.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | +0.9% |
| 7D | -1.5% | -3.8% | +2.3% | -0.3% |
| 30D | -1.9% | +1.6% | -3.5% | -2.5% |
| 3M | +6.2% | +18.6% | -12.4% | -0.2% |
| 6M | +9.2% | +10.9% | -1.7% | +4.5% |
| YTD | +15.0% | -2.0% | +17.0% | +14.2% |
| 1Y | +21.1% | -14.9% | +36.0% | +25.7% |
| 3Y | +78.6% | +13.4% | +65.2% | +66.5% |
| 5Y | +45.9% | +83.2% | -37.4% | +15.2% |
| 10Y | +326.9% | +484.3% | -157.4% | +139.6% |
| All | +5,578.7% | +11,671.2% | -6,092.5% | +1,865.9% |
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