+244.8%
ORCL vs ACGL
+337.7%
-92.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.6% |
| 7D | -11.2% | +0.9% | -12.0% | -11.5% |
| 30D | -18.8% | +13.7% | -32.6% | -22.0% |
| 3M | -18.8% | +8.0% | -26.8% | -20.9% |
| 6M | -39.7% | +13.3% | -53.0% | -42.7% |
| YTD | -39.6% | +11.8% | -51.5% | -42.8% |
| 1Y | -51.7% | +22.2% | -74.0% | -55.8% |
| 3Y | +10.2% | +32.5% | -22.2% | -4.6% |
| 5Y | +30.8% | +160.2% | -129.4% | -15.7% |
| All | +244.8% | +337.7% | -92.9% | +93.1% |
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