-9.1%
NVTS vs AJG
+56.4%
-65.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.3% |
| 7D | -1.4% | -8.3% | +6.8% | -1.5% |
| 30D | -16.5% | -5.7% | -10.8% | -16.6% |
| 3M | -47.6% | +9.1% | -56.7% | -49.0% |
| 6M | +7.3% | +15.2% | -7.9% | +3.0% |
| YTD | +62.9% | -6.3% | +69.2% | +65.5% |
| 1Y | +91.3% | -19.1% | +110.4% | +104.5% |
| 3Y | +43.4% | +8.2% | +35.2% | +9.8% |
| All | -9.1% | +56.4% | -65.5% | -54.7% |
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