-12.7%
NVO vs AJG
+16.2%
-28.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | +3.0% | +7.4% | -4.5% | +1.2% |
| 30D | +7.4% | +25.3% | -18.0% | +2.0% |
| 3M | -8.3% | +15.1% | -23.4% | -11.3% |
| 6M | -9.0% | +40.8% | -49.9% | -13.6% |
| YTD | -16.8% | +12.3% | -29.2% | -16.3% |
| 1Y | -12.7% | +17.5% | -30.2% | -14.1% |
| All | -12.7% | +16.2% | -28.9% | -14.1% |
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