+270.3%
ORCL vs ACM
+132.6%
+137.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.6% |
| 7D | +8.0% | +5.6% | +2.3% | +5.9% |
| 30D | -4.0% | +20.8% | -24.8% | -10.2% |
| 3M | -19.5% | +11.4% | -30.9% | -22.7% |
| 6M | -33.5% | +0.9% | -34.4% | -34.4% |
| YTD | -34.8% | -24.8% | -10.0% | -29.3% |
| 1Y | -41.6% | -46.4% | +4.8% | -28.7% |
| 3Y | +13.8% | -9.2% | +23.0% | +15.4% |
| 5Y | +43.4% | +5.0% | +38.4% | +37.3% |
| All | +270.3% | +132.6% | +137.6% | +168.0% |
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