+10.2%
ORCL vs AG
+219.8%
-209.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -11.2% | +6.3% | -17.5% | -12.2% |
| 30D | -18.8% | -8.9% | -9.9% | -17.5% |
| 3M | -18.8% | -12.2% | -6.6% | -17.0% |
| 6M | -39.7% | -28.3% | -11.4% | -36.8% |
| YTD | -39.6% | -8.8% | -30.8% | -39.9% |
| 1Y | -51.7% | +39.4% | -91.1% | -55.1% |
| 3Y | +10.2% | +229.4% | -219.2% | -12.3% |
| All | +10.2% | +219.8% | -209.5% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling