-50.4%
ORCL vs AGI
-3.7%
-46.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | 0.0% |
| 7D | -6.5% | +13.9% | -20.4% | -10.2% |
| 30D | -16.6% | -6.2% | -10.3% | -15.1% |
| 3M | -21.6% | -6.9% | -14.7% | -20.1% |
| 6M | -39.4% | -28.7% | -10.6% | -34.9% |
| YTD | -38.7% | -19.8% | -18.9% | -38.1% |
| 1Y | -50.4% | -4.8% | -45.5% | -52.8% |
| All | -50.4% | -3.7% | -46.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling