+183.6%
ORCL vs ABCL
-81.3%
+264.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +10.0% | +93.1% | -83.1% | +2.0% |
| 3M | -32.6% | +79.4% | -112.0% | -37.2% |
| 6M | +4.9% | +214.9% | -209.9% | -7.4% |
| YTD | -17.8% | +234.2% | -252.0% | -28.0% |
| 1Y | -28.0% | +174.8% | -202.7% | -36.2% |
| 3Y | +36.0% | +104.5% | -68.5% | +17.9% |
| 5Y | +88.7% | -39.0% | +127.7% | +59.4% |
| All | +183.6% | -81.3% | +264.8% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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