+1,521.9%
ORCL vs AAL
-33.8%
+1,555.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.8% | +2.9% |
| 7D | +5.3% | -3.7% | +9.0% | +5.8% |
| 30D | +10.0% | -20.8% | +30.8% | +13.5% |
| 3M | -32.6% | -1.3% | -31.3% | -32.7% |
| 6M | +4.9% | +5.4% | -0.4% | +3.4% |
| YTD | -17.8% | -14.4% | -3.4% | -16.8% |
| 1Y | -28.0% | +2.1% | -30.1% | -29.0% |
| 3Y | +36.0% | -10.6% | +46.6% | +33.0% |
| 5Y | +88.7% | -32.2% | +120.9% | +87.0% |
| 10Y | +346.9% | -62.7% | +409.6% | +337.2% |
| All | +1,521.9% | -33.8% | +1,555.7% | +1,052.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling