-51.7%
ORCL vs ACM
-48.7%
-3.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | +5.4% | -16.5% | -12.0% |
| 30D | -18.8% | +15.1% | -33.9% | -21.1% |
| 3M | -18.8% | -10.5% | -8.3% | -17.0% |
| 6M | -39.7% | -19.7% | -20.0% | -36.7% |
| YTD | -39.6% | -28.8% | -10.8% | -34.9% |
| 1Y | -51.7% | -47.9% | -3.9% | -45.9% |
| All | -51.7% | -48.7% | -3.0% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling