+251.6%
ORCL vs ACGL
+332.3%
-80.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | +0.5% | -1.1% | +1.6% | +0.7% |
| 30D | -15.3% | +13.1% | -28.4% | -18.4% |
| 3M | -18.2% | +9.8% | -28.0% | -20.7% |
| 6M | -38.4% | +15.3% | -53.7% | -41.7% |
| YTD | -37.7% | +12.7% | -50.4% | -41.1% |
| 1Y | -49.3% | +20.7% | -70.0% | -53.3% |
| 3Y | +10.6% | +34.3% | -23.7% | -4.7% |
| 5Y | +35.5% | +170.6% | -135.1% | -13.9% |
| 10Y | +251.6% | +330.6% | -79.0% | +95.6% |
| All | +251.6% | +332.3% | -80.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling