+31.9%
NXPI vs AJG
+19.3%
+12.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | +2.8% |
| 7D | +5.3% | +10.7% | -5.4% | +9.2% |
| 30D | +9.5% | +26.9% | -17.4% | +19.9% |
| 3M | +12.0% | +16.6% | -4.5% | +19.0% |
| 6M | -8.1% | +40.1% | -48.3% | +6.2% |
| YTD | +23.7% | +12.4% | +11.2% | +40.0% |
| 1Y | +31.9% | +15.9% | +16.0% | +50.4% |
| All | +31.9% | +19.3% | +12.6% | +50.4% |
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