+2,490.2%
NVDL vs AJG
+26.4%
+2,463.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | -0.5% |
| 7D | -10.3% | -8.3% | -2.0% | -12.5% |
| 30D | -7.1% | -5.7% | -1.4% | -8.4% |
| 3M | +6.6% | +9.1% | -2.5% | +8.8% |
| 6M | +21.1% | +15.2% | +5.8% | +24.6% |
| YTD | +15.2% | -6.3% | +21.5% | +16.3% |
| 1Y | +18.8% | -19.1% | +37.9% | +20.7% |
| 3Y | +649.9% | +8.2% | +641.7% | +601.1% |
| All | +2,490.2% | +26.4% | +2,463.7% | +1,976.9% |
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