-5.8%
OSCR vs AJG
+110.7%
-116.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | +1.6% | -8.3% | +9.9% | +6.7% |
| 30D | +10.7% | -5.7% | +16.3% | +14.2% |
| 3M | +13.4% | +9.1% | +4.3% | +6.8% |
| 6M | +144.6% | +15.2% | +129.3% | +122.0% |
| YTD | +128.0% | -6.3% | +134.3% | +133.7% |
| 1Y | +68.7% | -19.1% | +87.8% | +89.3% |
| 3Y | +398.8% | +8.2% | +390.6% | +322.5% |
| 5Y | +87.3% | +75.6% | +11.6% | +11.3% |
| All | -5.8% | +110.7% | -116.5% | -45.3% |
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