+100.0%
ORCL vs ACHR
-52.6%
+152.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.2% | +2.2% |
| 7D | +0.5% | +15.3% | -14.9% | -1.3% |
| 30D | -15.3% | -3.0% | -12.3% | -15.1% |
| 3M | -18.2% | -14.0% | -4.3% | -17.2% |
| 6M | -38.4% | -25.8% | -12.7% | -36.9% |
| YTD | -37.7% | -36.0% | -1.7% | -35.4% |
| 1Y | -49.3% | -41.2% | -8.1% | -47.1% |
| 3Y | +10.6% | -8.6% | +19.2% | +7.7% |
| 5Y | +35.5% | -20.6% | +56.1% | +26.1% |
| All | +100.0% | -52.6% | +152.7% | +79.5% |
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