+31.5%
OXY vs AJG
-12.9%
+44.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | +1.6% | -1.8% | +3.4% | +1.7% |
| 30D | +11.6% | +4.6% | +6.9% | +11.1% |
| 3M | +2.8% | +24.9% | -22.1% | +0.9% |
| 6M | +13.0% | +17.2% | -4.2% | +11.7% |
| YTD | +47.4% | +2.2% | +45.2% | +47.4% |
| 1Y | +31.5% | -11.5% | +43.0% | +34.1% |
| All | +31.5% | -12.9% | +44.4% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling