+28.5%
NVTS vs AJG
+12.8%
+15.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -4.4% |
| 7D | +0.5% | -8.5% | +9.0% | -11.0% |
| 30D | -18.0% | -3.8% | -14.2% | -21.4% |
| 3M | -45.6% | +10.8% | -56.4% | -35.9% |
| 6M | +28.5% | +15.6% | +12.8% | +64.2% |
| All | +28.5% | +12.8% | +15.7% | +64.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling