+4,605.3%
ORCL vs ACGL
+5,010.0%
-404.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.5% |
| 7D | -14.4% | +8.0% | -22.4% | -16.0% |
| 30D | -12.8% | +17.3% | -30.1% | -16.0% |
| 3M | -14.8% | +11.2% | -26.0% | -17.1% |
| 6M | -30.9% | +18.2% | -49.1% | -34.0% |
| YTD | -35.7% | +15.4% | -51.1% | -38.6% |
| 1Y | -49.5% | +26.5% | -76.0% | -52.9% |
| 3Y | +18.6% | +36.1% | -17.4% | +7.1% |
| 5Y | +38.4% | +175.9% | -137.5% | +4.4% |
| 10Y | +275.2% | +352.4% | -77.2% | +148.6% |
| All | +4,605.3% | +5,010.0% | -404.7% | +2,371.6% |
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 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