+33,471.1%
ORCL vs AIG
-21.5%
+33,492.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +5.3% | -0.9% | +6.2% | +5.5% |
| 30D | +10.0% | -4.9% | +14.8% | +11.0% |
| 3M | -32.6% | +4.5% | -37.0% | -33.4% |
| 6M | +4.9% | -1.4% | +6.4% | +4.8% |
| YTD | -17.8% | -9.8% | -8.0% | -16.7% |
| 1Y | -28.0% | -4.5% | -23.5% | -28.2% |
| 3Y | +36.0% | +37.4% | -1.4% | +25.7% |
| 5Y | +88.7% | +55.0% | +33.8% | +68.9% |
| 10Y | +346.9% | +63.7% | +283.2% | +277.0% |
| All | +33,471.1% | -21.5% | +33,492.7% | +13,050.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 all: compounded portfolio wealth divided by compounded AIG 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…
all analysis · Full analysis span regression · 6 months rolling