+164.2%
ORCL vs ACHR
-43.7%
+207.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.2% |
| 7D | +5.3% | -0.7% | +6.0% | +5.4% |
| 30D | +10.0% | +9.8% | +0.2% | +8.5% |
| 3M | -32.6% | -10.5% | -22.1% | -32.2% |
| 6M | +4.9% | -15.5% | +20.5% | +6.0% |
| YTD | -17.8% | -24.1% | +6.3% | -16.2% |
| 1Y | -28.0% | -32.4% | +4.4% | -26.3% |
| 3Y | +36.0% | -11.6% | +47.6% | +31.7% |
| 5Y | +88.7% | -42.9% | +131.6% | +68.6% |
| All | +164.2% | -43.7% | +207.9% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling