+309.6%
ORCL vs ALM
+3,431.9%
-3,122.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.6% | +2.6% | -6.9% |
| 7D | -17.5% | -14.5% | -3.0% | -17.4% |
| 30D | -20.2% | -39.0% | +18.9% | -20.0% |
| 3M | -19.9% | -40.3% | +20.3% | -19.8% |
| 6M | -37.4% | -60.3% | +22.9% | -37.2% |
| YTD | -40.1% | -9.8% | -30.4% | -40.1% |
| 1Y | -53.4% | +30.8% | -84.1% | -53.4% |
| 3Y | +10.4% | +772.4% | -762.0% | +9.8% |
| 5Y | +29.8% | +390.7% | -361.0% | +29.1% |
| 10Y | +249.2% | +2,028.5% | -1,779.3% | +246.0% |
| All | +309.6% | +3,431.9% | -3,122.3% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling