+32.7%
ORCL vs ALM
+2,063.1%
-2,030.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.2% |
| 7D | +5.3% | -2.6% | +7.9% | +5.4% |
| 30D | +10.0% | +32.0% | -22.0% | +7.8% |
| 3M | -32.6% | -15.0% | -17.5% | -32.5% |
| 6M | +4.9% | -10.1% | +15.1% | +4.2% |
| YTD | -17.8% | +99.4% | -117.2% | -20.2% |
| 1Y | -28.0% | +316.4% | -344.3% | -31.7% |
| All | +32.7% | +2,063.1% | -2,030.5% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling