+10.6%
ORCL vs AG
+232.7%
-222.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +2.3% |
| 7D | +0.5% | +10.8% | -10.3% | -1.5% |
| 30D | -15.3% | -8.2% | -7.1% | -14.0% |
| 3M | -18.2% | -13.7% | -4.5% | -16.2% |
| 6M | -38.4% | -27.3% | -11.1% | -35.6% |
| YTD | -37.7% | -4.6% | -33.2% | -38.5% |
| 1Y | -49.3% | +39.4% | -88.6% | -52.9% |
| 3Y | +10.6% | +244.1% | -233.5% | -13.6% |
| All | +10.6% | +232.7% | -222.0% | -13.6% |
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