+328.9%
ORCL vs AJG
+473.1%
-144.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -5.4% | -8.3% | +2.9% | -2.4% |
| 30D | -2.0% | -5.7% | +3.7% | -0.1% |
| 3M | -18.1% | +9.1% | -27.2% | -22.2% |
| 6M | -7.2% | +15.2% | -22.4% | -14.1% |
| YTD | -22.2% | -6.3% | -15.9% | -21.9% |
| 1Y | -50.6% | -19.1% | -31.5% | -47.5% |
| 3Y | +22.9% | +8.2% | +14.6% | +8.1% |
| 5Y | +79.3% | +75.6% | +3.6% | +18.5% |
| All | +328.9% | +473.1% | -144.2% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling