+277.8%
ORCL vs AG
+72.5%
+205.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +10.0% | +8.9% |
| 7D | +3.8% | -4.0% | +7.8% | +4.1% |
| 30D | -6.6% | -13.1% | +6.5% | -5.4% |
| 3M | -11.4% | -22.0% | +10.6% | -9.5% |
| 6M | -33.3% | -37.3% | +4.0% | -30.9% |
| YTD | -33.3% | -11.2% | -22.1% | -33.0% |
| 1Y | -44.9% | +23.9% | -68.9% | -46.1% |
| 3Y | +17.6% | +225.1% | -207.5% | +7.2% |
| 5Y | +46.1% | +7.7% | +38.3% | +36.9% |
| 10Y | +277.8% | +86.9% | +190.9% | +238.8% |
| All | +277.8% | +72.5% | +205.3% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling