-32.6%
ORCL vs AAOX
-79.2%
+46.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.4% | +2.0% |
| 7D | +5.3% | -2.5% | +7.8% | +5.4% |
| 30D | +10.0% | -41.1% | +51.1% | +13.0% |
| 3M | -32.6% | -84.7% | +52.1% | -28.8% |
| All | -32.6% | -79.2% | +46.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 3mo: compounded portfolio wealth divided by compounded AAOX 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…
3mo analysis · Full analysis span regression · Available span rolling