+361.0%
ORLY vs AJG
+473.1%
-112.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -2.4% | -8.3% | +5.9% | +1.5% |
| 30D | -6.8% | -5.7% | -1.1% | -4.4% |
| 3M | -4.8% | +9.1% | -13.8% | -9.0% |
| 6M | -9.1% | +15.2% | -24.3% | -15.7% |
| YTD | -5.9% | -6.3% | +0.4% | -4.5% |
| 1Y | -20.4% | -19.1% | -1.3% | -13.4% |
| 3Y | +36.6% | +8.2% | +28.4% | +25.2% |
| 5Y | +117.3% | +75.6% | +41.7% | +50.1% |
| All | +361.0% | +473.1% | -112.1% | +81.1% |
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