-44.9%
ORCL vs AG
+23.1%
-68.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +10.0% | +9.1% |
| 7D | +3.8% | -4.0% | +7.8% | +4.7% |
| 30D | -6.6% | -13.1% | +6.5% | -3.6% |
| 3M | -11.4% | -22.0% | +10.6% | -6.7% |
| 6M | -33.3% | -37.3% | +4.0% | -28.2% |
| YTD | -33.3% | -11.2% | -22.1% | -33.1% |
| 1Y | -44.9% | +23.9% | -68.9% | -46.0% |
| All | -44.9% | +23.1% | -68.0% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling