+42.7%
ORCL vs AJG
+79.0%
-36.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.6% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | -4.0% | +19.4% | -23.3% | -6.5% |
| 3M | -19.5% | +11.9% | -31.4% | -20.9% |
| 6M | -33.5% | +48.3% | -81.7% | -39.7% |
| YTD | -34.8% | +10.3% | -45.2% | -36.1% |
| 1Y | -41.6% | +11.5% | -53.1% | -43.1% |
| 3Y | +13.8% | +17.5% | -3.8% | +1.6% |
| All | +42.7% | +79.0% | -36.4% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling