-28.0%
ORCL vs AAL
-2.5%
-25.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.8% | +2.9% |
| 7D | +5.3% | -3.7% | +9.0% | +6.0% |
| 30D | +10.0% | -20.8% | +30.8% | +14.4% |
| 3M | -32.6% | -1.3% | -31.3% | -32.5% |
| 6M | +4.9% | +5.4% | -0.4% | +1.9% |
| YTD | -17.8% | -14.4% | -3.4% | -16.5% |
| 1Y | -28.0% | +2.1% | -30.1% | -22.6% |
| All | -28.0% | -2.5% | -25.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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