+35.5%
ORCL vs ACM
+3.6%
+31.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +1.1% |
| 7D | +0.5% | +6.9% | -6.4% | -2.2% |
| 30D | -15.3% | +19.1% | -34.3% | -21.1% |
| 3M | -18.2% | -6.9% | -11.3% | -16.3% |
| 6M | -38.4% | -12.0% | -26.4% | -35.7% |
| YTD | -37.7% | -25.1% | -12.6% | -30.7% |
| 1Y | -49.3% | -45.4% | -3.9% | -34.5% |
| 3Y | +10.6% | -6.9% | +17.5% | +10.1% |
| 5Y | +35.5% | +3.7% | +31.8% | +26.8% |
| All | +35.5% | +3.6% | +31.9% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling