+270.3%
ORCL vs ALM
+2,100.8%
-1,830.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.1% | -1.8% |
| 7D | +8.0% | +1.2% | +6.7% | +7.9% |
| 30D | -4.0% | -19.3% | +15.3% | -3.0% |
| 3M | -19.5% | -40.6% | +21.2% | -17.6% |
| 6M | -33.5% | -57.9% | +24.4% | -31.2% |
| YTD | -34.8% | -6.7% | -28.1% | -34.4% |
| 1Y | -41.6% | +20.2% | -61.8% | -41.8% |
| 3Y | +13.8% | +879.4% | -865.7% | +5.6% |
| 5Y | +43.4% | +415.3% | -371.9% | +33.9% |
| All | +270.3% | +2,100.8% | -1,830.6% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling