+170.4%
ORCL vs ACHR
-42.6%
+213.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.1% |
| 7D | +15.0% | +4.9% | +10.1% | +14.4% |
| 30D | +10.5% | +4.3% | +6.2% | +9.7% |
| 3M | -23.0% | +1.7% | -24.8% | -23.7% |
| 6M | +7.0% | -6.9% | +13.9% | +7.0% |
| YTD | -15.8% | -22.5% | +6.7% | -14.5% |
| 1Y | -31.1% | -31.5% | +0.4% | -29.6% |
| 3Y | +33.3% | -14.4% | +47.7% | +29.2% |
| 5Y | +94.3% | -41.6% | +136.0% | +73.2% |
| All | +170.4% | -42.6% | +213.0% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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