-71.5%
USO vs AJG
+1,481.2%
-1,552.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +9.1% | -8.3% | +17.4% | +11.4% |
| 30D | +21.7% | -5.7% | +27.4% | +23.2% |
| 3M | +20.2% | +9.1% | +11.2% | +16.8% |
| 6M | +43.4% | +15.2% | +28.1% | +36.9% |
| YTD | +124.0% | -6.3% | +130.3% | +125.1% |
| 1Y | +112.2% | -19.1% | +131.3% | +121.2% |
| 3Y | +97.7% | +8.2% | +89.4% | +85.3% |
| 5Y | +217.4% | +75.6% | +141.8% | +150.4% |
| 10Y | +82.8% | +471.1% | -388.3% | -0.2% |
| All | -71.5% | +1,481.2% | -1,552.7% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling