+112.3%
ORCL vs ACHR
-57.3%
+169.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.9% | +9.9% | +0.3% |
| 7D | +10.4% | +11.9% | -1.5% | +8.7% |
| 30D | -11.2% | -2.5% | -8.8% | -11.0% |
| 3M | -16.8% | -31.2% | +14.4% | -13.3% |
| 6M | -31.5% | -32.2% | +0.8% | -29.0% |
| YTD | -33.9% | -42.4% | +8.5% | -30.7% |
| 1Y | -43.3% | -49.9% | +6.7% | -39.7% |
| 3Y | +16.5% | -12.9% | +29.3% | +14.4% |
| 5Y | +45.4% | -24.6% | +70.0% | +37.3% |
| All | +112.3% | -57.3% | +169.6% | +92.8% |
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