+1,710.5%
NXPI vs AJG
+1,334.8%
+375.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +1.5% |
| 7D | -2.3% | -7.4% | +5.1% | +2.4% |
| 30D | -4.3% | -3.0% | -1.4% | -3.0% |
| 3M | -24.7% | +12.8% | -37.5% | -32.4% |
| 6M | +9.7% | +12.8% | -3.1% | -3.2% |
| YTD | +3.8% | -4.7% | +8.5% | +1.6% |
| 1Y | +1.6% | -17.2% | +18.8% | +9.3% |
| 3Y | +16.0% | +10.2% | +5.9% | -7.2% |
| 5Y | +16.1% | +76.9% | -60.8% | -40.1% |
| 10Y | +211.4% | +480.5% | -269.2% | -52.3% |
| All | +1,710.5% | +1,334.8% | +375.7% | -16.4% |
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 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