+33.3%
ORCL vs AA
+89.1%
-55.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +1.6% |
| 7D | +15.0% | +1.7% | +13.4% | +14.6% |
| 30D | +10.5% | +3.3% | +7.2% | +9.4% |
| 3M | -23.0% | -29.4% | +6.4% | -17.9% |
| 6M | +7.0% | -12.8% | +19.8% | +8.7% |
| YTD | -15.8% | -2.1% | -13.7% | -16.8% |
| 1Y | -31.1% | +62.8% | -93.8% | -39.0% |
| 3Y | +33.3% | +90.5% | -57.2% | +11.2% |
| All | +33.3% | +89.1% | -55.8% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling