-61.4%
NVD vs AJG
-12.9%
-48.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.3% |
| 7D | -11.1% | -1.8% | -9.3% | -9.9% |
| 30D | -13.3% | +4.6% | -17.9% | -15.6% |
| 3M | -19.8% | +24.9% | -44.7% | -29.5% |
| 6M | -48.8% | +17.2% | -66.0% | -52.8% |
| YTD | -49.7% | +2.2% | -51.8% | -48.6% |
| 1Y | -61.4% | -11.5% | -49.9% | -55.7% |
| All | -61.4% | -12.9% | -48.5% | -55.7% |
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