-52.9%
ORCL vs AGI
+9.5%
-62.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.4% |
| 7D | -0.7% | -5.4% | +4.6% | +0.8% |
| 30D | +5.1% | +6.6% | -1.5% | +3.1% |
| 3M | -23.7% | +8.2% | -31.9% | -25.9% |
| 6M | +3.1% | -29.3% | +32.4% | +10.0% |
| YTD | -20.8% | -7.4% | -13.4% | -23.3% |
| 1Y | -52.9% | +7.9% | -60.8% | -57.3% |
| All | -52.9% | +9.5% | -62.4% | -57.3% |
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