+6.4%
OXY vs AJG
+473.1%
-466.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | +2.8% | -8.3% | +11.1% | +7.2% |
| 30D | +5.5% | -5.7% | +11.1% | +8.2% |
| 3M | +11.3% | +9.1% | +2.2% | +5.0% |
| 6M | +11.6% | +15.2% | -3.6% | +1.6% |
| YTD | +51.6% | -6.3% | +57.9% | +53.1% |
| 1Y | +36.2% | -19.1% | +55.3% | +49.0% |
| 3Y | +1.7% | +8.2% | -6.5% | -12.1% |
| 5Y | +164.5% | +75.6% | +88.8% | +53.4% |
| All | +6.4% | +473.1% | -466.7% | -63.4% |
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