+1,090.3%
ORCL vs AAL
-33.6%
+1,123.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -11.2% | +4.6% | -15.8% | -11.8% |
| 30D | -18.8% | +2.6% | -21.4% | -19.2% |
| 3M | -18.8% | -17.8% | -1.0% | -16.7% |
| 6M | -39.7% | +1.9% | -41.6% | -40.3% |
| YTD | -39.6% | -14.0% | -25.6% | -39.0% |
| 1Y | -51.7% | +0.2% | -52.0% | -52.3% |
| 3Y | +10.2% | +13.0% | -2.8% | +4.5% |
| 5Y | +30.8% | -39.6% | +70.4% | +31.7% |
| 10Y | +252.1% | -65.7% | +317.7% | +248.2% |
| All | +1,090.3% | -33.6% | +1,123.9% | +744.8% |
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