+242.0%
ORCL vs ACGL
+351.1%
-109.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | -17.5% | +6.4% | -23.9% | -19.0% |
| 30D | -20.2% | +16.6% | -36.8% | -23.8% |
| 3M | -19.9% | +11.6% | -31.5% | -22.8% |
| 6M | -37.4% | +17.5% | -54.9% | -41.0% |
| YTD | -40.1% | +15.3% | -55.4% | -43.7% |
| 1Y | -53.4% | +26.3% | -79.7% | -57.7% |
| 3Y | +10.4% | +35.9% | -25.5% | -5.1% |
| 5Y | +29.8% | +168.2% | -138.4% | -17.0% |
| All | +242.0% | +351.1% | -109.1% | +90.0% |
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