+687.3%
ORCL vs ACM
+233.2%
+454.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -6.2% |
| 7D | -17.5% | +5.1% | -22.5% | -19.0% |
| 30D | -20.2% | +11.5% | -31.6% | -23.2% |
| 3M | -19.9% | -10.5% | -9.5% | -17.5% |
| 6M | -37.4% | -20.4% | -17.1% | -33.2% |
| YTD | -40.1% | -28.9% | -11.3% | -34.0% |
| 1Y | -53.4% | -48.7% | -4.7% | -42.6% |
| 3Y | +10.4% | -12.5% | +22.9% | +13.0% |
| 5Y | +29.8% | +0.5% | +29.2% | +25.3% |
| 10Y | +249.2% | +161.2% | +88.0% | +124.8% |
| All | +687.3% | +233.2% | +454.1% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling