+24,937.0%
ORCL vs AIG
-14.7%
+24,951.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -2.2% |
| 7D | -6.5% | +2.2% | -8.7% | -6.9% |
| 30D | -16.6% | +6.9% | -23.4% | -17.7% |
| 3M | -21.6% | +6.8% | -28.4% | -22.7% |
| 6M | -39.4% | +9.2% | -48.6% | -40.7% |
| YTD | -38.7% | -1.9% | -36.7% | -38.9% |
| 1Y | -50.4% | +9.7% | -60.0% | -51.8% |
| 3Y | +8.1% | +37.9% | -29.8% | -0.2% |
| 5Y | +34.5% | +56.8% | -22.3% | +19.9% |
| 10Y | +246.0% | +67.6% | +178.4% | +190.0% |
| All | +24,937.0% | -14.7% | +24,951.7% | +9,533.3% |
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