+42.7%
ORCL vs AG
0.0%
+42.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | +8.0% | -10.0% | +17.9% | +9.6% |
| 30D | -4.0% | -10.5% | +6.5% | -2.4% |
| 3M | -19.5% | -27.3% | +7.8% | -15.8% |
| 6M | -33.5% | -43.0% | +9.5% | -28.6% |
| YTD | -34.8% | -17.9% | -16.9% | -34.0% |
| 1Y | -41.6% | +11.9% | -53.5% | -43.2% |
| 3Y | +13.8% | +201.8% | -188.0% | -3.5% |
| All | +42.7% | 0.0% | +42.6% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling