+29.8%
ORCL vs ACM
+1.8%
+28.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -6.1% |
| 7D | -17.5% | +5.1% | -22.5% | -19.2% |
| 30D | -20.2% | +11.5% | -31.6% | -23.7% |
| 3M | -19.9% | -10.5% | -9.5% | -16.8% |
| 6M | -37.4% | -20.4% | -17.1% | -31.9% |
| YTD | -40.1% | -28.9% | -11.3% | -32.0% |
| 1Y | -53.4% | -48.7% | -4.7% | -38.2% |
| 3Y | +10.4% | -12.5% | +22.9% | +12.7% |
| 5Y | +29.8% | +0.5% | +29.2% | +23.2% |
| All | +29.8% | +1.8% | +28.0% | +23.2% |
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 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