-49.6%
ORCL vs AA
+9.4%
-59.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +1.7% |
| 7D | +0.5% | +4.8% | -4.3% | -0.7% |
| 30D | -15.3% | -0.6% | -14.6% | -15.2% |
| 3M | -18.2% | -16.3% | -2.0% | -15.1% |
| 6M | -38.4% | -33.4% | -5.0% | -33.0% |
| YTD | -37.7% | -20.7% | -17.0% | -36.4% |
| All | -49.6% | +9.4% | -59.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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