+94.3%
ORCL vs AGI
+390.0%
-295.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +15.0% | +4.4% | +10.6% | +14.1% |
| 30D | +10.5% | +10.0% | +0.6% | +8.5% |
| 3M | -23.0% | +1.7% | -24.7% | -23.6% |
| 6M | +7.0% | -26.8% | +33.8% | +11.3% |
| YTD | -15.8% | -5.3% | -10.5% | -16.4% |
| 1Y | -31.1% | +11.5% | -42.6% | -33.3% |
| 3Y | +33.3% | +212.9% | -179.6% | +13.5% |
| 5Y | +94.3% | +388.8% | -294.5% | +62.6% |
| All | +94.3% | +390.0% | -295.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling