+31,203.5%
NVO vs AJG
+11,150.2%
+20,053.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -7.6% | -8.3% | +0.7% | -5.8% |
| 30D | -6.0% | -5.7% | -0.3% | -4.8% |
| 3M | -0.8% | +9.1% | -9.9% | -2.8% |
| 6M | +16.5% | +15.2% | +1.2% | +12.5% |
| YTD | -11.1% | -6.3% | -4.8% | -10.4% |
| 1Y | -16.7% | -19.1% | +2.4% | -13.4% |
| 3Y | -52.9% | +8.2% | -61.1% | -54.0% |
| 5Y | -3.0% | +75.6% | -78.6% | -14.8% |
| 10Y | +147.1% | +471.1% | -324.1% | +69.9% |
| All | +31,203.5% | +11,150.2% | +20,053.3% | +13,300.9% |
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