+10.2%
ORCL vs AAL
+9.3%
+0.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -11.2% | +4.6% | -15.8% | -12.0% |
| 30D | -18.8% | +2.6% | -21.4% | -19.3% |
| 3M | -18.8% | -17.8% | -1.0% | -16.0% |
| 6M | -39.7% | +1.9% | -41.6% | -40.5% |
| YTD | -39.6% | -14.0% | -25.6% | -38.9% |
| 1Y | -51.7% | +0.2% | -52.0% | -52.5% |
| 3Y | +10.2% | +13.0% | -2.8% | -3.2% |
| All | +10.2% | +9.3% | +0.9% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling