+33,471.1%
ORCL vs AJG
+12,164.6%
+21,306.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.6% |
| 7D | +5.3% | -1.8% | +7.1% | +5.9% |
| 30D | +10.0% | +4.6% | +5.3% | +8.2% |
| 3M | -32.6% | +24.9% | -57.5% | -38.3% |
| 6M | +4.9% | +17.2% | -12.3% | -1.9% |
| YTD | -17.8% | +2.2% | -19.9% | -19.9% |
| 1Y | -28.0% | -11.5% | -16.5% | -27.1% |
| 3Y | +36.0% | +16.7% | +19.3% | +22.9% |
| 5Y | +88.7% | +89.6% | -0.9% | +43.1% |
| 10Y | +346.9% | +512.4% | -165.5% | +127.1% |
| All | +33,471.1% | +12,164.6% | +21,306.5% | +6,239.8% |
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