+42.7%
ORCL vs AA
-17.9%
+60.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | -4.0% | -0.6% | -3.4% | -3.9% |
| 3M | -19.5% | -19.7% | +0.2% | -16.2% |
| 6M | -33.5% | -41.6% | +8.1% | -27.1% |
| YTD | -34.8% | -24.6% | -10.2% | -32.2% |
| 1Y | -41.6% | +4.9% | -46.5% | -42.7% |
| 3Y | +13.8% | +66.8% | -53.1% | +0.4% |
| All | +42.7% | -17.9% | +60.6% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling