-49.5%
ORCL vs ALM
+44.8%
-94.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | -14.4% | -6.4% | -8.0% | -13.4% |
| 30D | -12.8% | -35.0% | +22.1% | -6.2% |
| 3M | -14.8% | -33.8% | +19.0% | -9.0% |
| 6M | -30.9% | -55.0% | +24.1% | -23.1% |
| YTD | -35.7% | -0.2% | -35.4% | -33.9% |
| 1Y | -49.5% | +41.8% | -91.3% | -50.7% |
| All | -49.5% | +44.8% | -94.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling