+18.8%
NVDL vs AJG
-17.2%
+36.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -1.0% |
| 7D | -10.3% | -8.3% | -2.0% | -15.7% |
| 30D | -7.1% | -5.7% | -1.4% | -10.4% |
| 3M | +6.6% | +9.1% | -2.5% | +14.1% |
| 6M | +21.1% | +15.2% | +5.8% | +33.3% |
| YTD | +15.2% | -6.3% | +21.5% | +10.3% |
| 1Y | +18.8% | -19.1% | +37.9% | +5.1% |
| All | +18.8% | -17.2% | +36.0% | +5.1% |
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 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