+670.2%
ORCL vs AG
+287.4%
+382.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.7% | -6.6% |
| 7D | -17.5% | -2.9% | -14.6% | -17.3% |
| 30D | -20.2% | -15.1% | -5.1% | -19.0% |
| 3M | -19.9% | -15.4% | -4.6% | -18.8% |
| 6M | -37.4% | -21.9% | -15.5% | -36.2% |
| YTD | -40.1% | -10.4% | -29.7% | -40.1% |
| 1Y | -53.4% | +39.8% | -93.2% | -55.2% |
| 3Y | +10.4% | +209.5% | -199.1% | -2.5% |
| 5Y | +29.8% | +12.5% | +17.3% | +20.7% |
| 10Y | +249.2% | +79.5% | +169.8% | +190.3% |
| All | +670.2% | +287.4% | +382.8% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling