+5,916.0%
ORCL vs ACGL
+4,429.2%
+1,486.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.5% |
| 7D | +5.3% | -0.7% | +6.0% | +5.4% |
| 30D | +10.0% | -1.0% | +11.0% | +10.1% |
| 3M | -32.6% | +11.0% | -43.6% | -34.6% |
| 6M | +4.9% | -0.3% | +5.3% | +4.2% |
| YTD | -17.8% | +2.3% | -20.0% | -19.2% |
| 1Y | -28.0% | +6.4% | -34.4% | -30.2% |
| 3Y | +36.0% | +34.0% | +2.1% | +23.2% |
| 5Y | +88.7% | +161.6% | -72.9% | +44.2% |
| 10Y | +346.9% | +278.6% | +68.3% | +208.3% |
| All | +5,916.0% | +4,429.2% | +1,486.8% | +3,154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling