-31.1%
ORCL vs AAL
-1.2%
-29.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.7% |
| 7D | +15.0% | -0.3% | +15.3% | +15.0% |
| 30D | +10.5% | -19.0% | +29.6% | +14.4% |
| 3M | -23.0% | -5.1% | -17.9% | -22.3% |
| 6M | +7.0% | +15.5% | -8.5% | +2.1% |
| YTD | -15.8% | -15.8% | 0.0% | -14.4% |
| 1Y | -31.1% | -0.3% | -30.8% | -27.4% |
| All | -31.1% | -1.2% | -29.9% | -27.4% |
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