-49.5%
ORCL vs AJG
+19.3%
-68.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -0.2% |
| 7D | -14.4% | +10.7% | -25.1% | -11.4% |
| 30D | -12.8% | +26.9% | -39.7% | -6.1% |
| 3M | -14.8% | +16.6% | -31.4% | -10.0% |
| 6M | -30.9% | +40.1% | -71.0% | -25.5% |
| YTD | -35.7% | +12.4% | -48.1% | -35.6% |
| 1Y | -49.5% | +15.9% | -65.4% | -46.3% |
| All | -49.5% | +19.3% | -68.8% | -46.3% |
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