-52.9%
NVO vs AJG
+8.2%
-61.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -7.6% | -8.3% | +0.7% | -4.9% |
| 30D | -6.0% | -5.7% | -0.3% | -4.2% |
| 3M | -0.8% | +9.1% | -9.9% | -3.6% |
| 6M | +16.5% | +15.2% | +1.2% | +10.8% |
| YTD | -11.1% | -6.3% | -4.8% | -8.7% |
| 1Y | -16.7% | -19.1% | +2.4% | -8.8% |
| 3Y | -52.9% | +8.2% | -61.1% | -53.8% |
| All | -52.9% | +8.2% | -61.1% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling