+270.3%
ORCL vs ACGL
+324.4%
-54.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +8.0% | +2.2% | +5.8% | +7.3% |
| 30D | -4.0% | +12.3% | -16.3% | -7.3% |
| 3M | -19.5% | +11.8% | -31.3% | -22.3% |
| 6M | -33.5% | +17.5% | -50.9% | -37.4% |
| YTD | -34.8% | +14.3% | -49.1% | -38.6% |
| 1Y | -41.6% | +18.2% | -59.8% | -45.7% |
| 3Y | +13.8% | +33.2% | -19.4% | -1.5% |
| 5Y | +43.4% | +174.3% | -130.9% | -9.3% |
| All | +270.3% | +324.4% | -54.1% | +104.4% |
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