+91.5%
OSCR vs AJG
+74.4%
+17.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | +1.6% | -8.3% | +9.9% | +6.9% |
| 30D | +10.7% | -5.7% | +16.3% | +14.4% |
| 3M | +13.4% | +9.1% | +4.3% | +6.4% |
| 6M | +144.6% | +15.2% | +129.3% | +120.7% |
| YTD | +128.0% | -6.3% | +134.3% | +134.0% |
| 1Y | +68.7% | -19.1% | +87.8% | +90.8% |
| 3Y | +398.8% | +8.2% | +390.6% | +311.2% |
| All | +91.5% | +74.4% | +17.2% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling