+113.0%
NVTS vs AJG
-12.9%
+125.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +5.1% |
| 7D | +2.7% | -1.8% | +4.5% | +1.2% |
| 30D | -4.5% | +4.6% | -9.1% | -0.1% |
| 3M | -61.5% | +24.9% | -86.4% | -54.8% |
| 6M | +28.0% | +17.2% | +10.8% | +50.2% |
| YTD | +65.3% | +2.2% | +63.1% | +87.9% |
| 1Y | +113.0% | -11.5% | +124.5% | +153.6% |
| All | +113.0% | -12.9% | +125.9% | +153.6% |
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