+31.5%
ORCL vs AGI
+213.9%
-182.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.5% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | +18.2% | -8.3% | +5.5% |
| 3M | -32.6% | -4.1% | -28.5% | -32.3% |
| 6M | +4.9% | -28.7% | +33.6% | +11.1% |
| YTD | -17.8% | -4.0% | -13.8% | -19.1% |
| 1Y | -28.0% | +17.4% | -45.4% | -32.3% |
| All | +31.5% | +213.9% | -182.4% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling