+26,501.0%
ORCL vs AJG
+13,145.4%
+13,355.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.0% |
| 7D | +8.0% | +0.5% | +7.5% | +7.8% |
| 30D | -4.0% | +19.4% | -23.3% | -9.8% |
| 3M | -19.5% | +11.9% | -31.4% | -23.2% |
| 6M | -33.5% | +48.3% | -81.7% | -43.0% |
| YTD | -34.8% | +10.3% | -45.2% | -38.7% |
| 1Y | -41.6% | +11.5% | -53.1% | -45.5% |
| 3Y | +13.8% | +17.5% | -3.8% | +2.0% |
| 5Y | +43.4% | +79.8% | -36.4% | +10.0% |
| 10Y | +268.8% | +541.5% | -272.6% | +82.9% |
| All | +26,501.0% | +13,145.4% | +13,355.6% | +4,754.8% |
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