+958.1%
ORCL vs AG
+445.6%
+512.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +3.2% |
| 7D | +5.3% | +1.0% | +4.2% | +5.2% |
| 30D | +10.0% | +19.2% | -9.2% | +8.2% |
| 3M | -32.6% | +6.2% | -38.7% | -33.1% |
| 6M | +4.9% | -26.7% | +31.6% | +7.0% |
| YTD | -17.8% | +26.1% | -43.9% | -20.2% |
| 1Y | -28.0% | +131.7% | -159.6% | -33.9% |
| 3Y | +36.0% | +255.3% | -219.3% | +18.0% |
| 5Y | +88.7% | +61.9% | +26.8% | +69.8% |
| 10Y | +346.9% | +72.0% | +274.9% | +272.2% |
| All | +958.1% | +445.6% | +512.4% | +468.1% |
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