-51.7%
ORCL vs ALM
+31.8%
-83.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -11.2% | -6.7% | -4.5% | -10.0% |
| 30D | -18.8% | -32.9% | +14.1% | -12.8% |
| 3M | -18.8% | -39.5% | +20.7% | -11.7% |
| 6M | -39.7% | -62.0% | +22.3% | -30.8% |
| YTD | -39.6% | -7.8% | -31.8% | -37.4% |
| 1Y | -51.7% | +26.7% | -78.4% | -52.9% |
| All | -51.7% | +31.8% | -83.6% | -52.9% |
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