+25.0%
ORCL vs AJG
+9.5%
+15.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | -0.7% | -8.5% | +7.8% | -1.3% |
| 30D | +5.1% | -3.8% | +8.9% | +4.8% |
| 3M | -23.7% | +10.8% | -34.6% | -24.0% |
| 6M | +3.1% | +15.6% | -12.5% | +2.7% |
| YTD | -20.8% | -5.1% | -15.6% | -20.9% |
| 1Y | -52.9% | -16.0% | -36.9% | -52.3% |
| All | +25.0% | +9.5% | +15.5% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling