+41.5%
NU vs AJG
+49.5%
-8.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.1% |
| 7D | -4.9% | -8.3% | +3.4% | -0.9% |
| 30D | +7.8% | -5.7% | +13.5% | +10.6% |
| 3M | +20.9% | +9.1% | +11.8% | +13.9% |
| 6M | +0.9% | +15.2% | -14.3% | -8.2% |
| YTD | -12.7% | -6.3% | -6.4% | -11.4% |
| 1Y | -6.4% | -19.1% | +12.7% | +4.1% |
| 3Y | +98.1% | +8.2% | +89.9% | +56.1% |
| All | +41.5% | +49.5% | -8.0% | -26.0% |
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