+91.3%
NVTS vs AJG
-17.2%
+108.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +3.3% |
| 7D | -1.4% | -8.3% | +6.8% | -8.3% |
| 30D | -16.5% | -5.7% | -10.8% | -20.0% |
| 3M | -47.6% | +9.1% | -56.7% | -43.5% |
| 6M | +7.3% | +15.2% | -7.9% | +20.3% |
| YTD | +62.9% | -6.3% | +69.2% | +71.3% |
| 1Y | +91.3% | -19.1% | +110.4% | +105.0% |
| All | +91.3% | -17.2% | +108.5% | +105.0% |
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