-20.0%
NVD vs AJG
+16.2%
-36.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | -0.1% | +18.7% | +18.7% |
| 7D | +33.7% | +7.4% | +26.3% | +27.0% |
| 30D | +65.8% | +25.3% | +40.4% | +41.6% |
| 3M | +31.8% | +15.1% | +16.7% | +19.6% |
| 6M | -5.9% | +40.8% | -46.7% | -21.8% |
| YTD | -23.5% | +12.3% | -35.8% | -27.9% |
| 1Y | -20.0% | +17.5% | -37.5% | -27.8% |
| All | -20.0% | +16.2% | -36.2% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling