+34.5%
ORCL vs AGI
+279.9%
-245.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.4% |
| 7D | -6.5% | +13.9% | -20.4% | -9.2% |
| 30D | -16.6% | -6.2% | -10.3% | -15.6% |
| 3M | -21.6% | -6.9% | -14.7% | -20.6% |
| 6M | -39.4% | -28.7% | -10.6% | -35.9% |
| YTD | -38.7% | -19.8% | -18.9% | -37.2% |
| 1Y | -50.4% | -4.8% | -45.5% | -50.6% |
| 3Y | +8.1% | +144.3% | -136.2% | -6.0% |
| 5Y | +34.5% | +277.2% | -242.7% | +14.7% |
| All | +34.5% | +279.9% | -245.4% | +14.7% |
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