+398.8%
OSCR vs AJG
+8.2%
+390.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +1.6% | -8.3% | +9.9% | +4.7% |
| 30D | +10.7% | -5.7% | +16.3% | +12.9% |
| 3M | +13.4% | +9.1% | +4.3% | +9.4% |
| 6M | +144.6% | +15.2% | +129.3% | +131.1% |
| YTD | +128.0% | -6.3% | +134.3% | +131.3% |
| 1Y | +68.7% | -19.1% | +87.8% | +79.9% |
| 3Y | +398.8% | +8.2% | +390.6% | +351.2% |
| All | +398.8% | +8.2% | +390.6% | +351.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling