+244.8%
ORCL vs ACM
+155.0%
+89.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | +5.4% | -16.5% | -12.8% |
| 30D | -18.8% | +15.1% | -33.9% | -22.6% |
| 3M | -18.8% | -10.5% | -8.3% | -16.3% |
| 6M | -39.7% | -19.7% | -20.0% | -35.9% |
| YTD | -39.6% | -28.8% | -10.8% | -33.5% |
| 1Y | -51.7% | -47.9% | -3.9% | -41.1% |
| 3Y | +10.2% | -12.4% | +22.6% | +13.2% |
| 5Y | +30.8% | +0.6% | +30.3% | +27.7% |
| All | +244.8% | +155.0% | +89.8% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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