+32.7%
ORCL vs ACM
-21.7%
+54.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -3.7% | +9.0% | +6.9% |
| 30D | +10.0% | -11.1% | +21.1% | +14.8% |
| 3M | -32.6% | -8.0% | -24.6% | -30.8% |
| 6M | +4.9% | -29.7% | +34.6% | +21.5% |
| YTD | -17.8% | -29.4% | +11.6% | -5.9% |
| 1Y | -28.0% | -46.4% | +18.4% | -5.7% |
| All | +32.7% | -21.7% | +54.3% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling