+247.2%
ORCL vs ACM
+132.1%
+115.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -6.5% | +6.6% | -13.1% | -8.5% |
| 30D | -16.6% | +19.8% | -36.3% | -21.5% |
| 3M | -21.6% | -3.1% | -18.5% | -21.3% |
| 6M | -39.4% | -11.5% | -27.9% | -37.5% |
| YTD | -38.7% | -24.7% | -14.0% | -33.6% |
| 1Y | -50.4% | -45.1% | -5.3% | -40.2% |
| 3Y | +8.1% | -8.9% | +17.0% | +9.5% |
| 5Y | +34.5% | +5.4% | +29.1% | +29.1% |
| All | +247.2% | +132.1% | +115.1% | +156.3% |
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