+462.7%
ORCL vs ALM
+7,705.7%
-7,243.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +5.3% | -2.6% | +7.9% | +5.3% |
| 30D | +10.0% | +32.0% | -22.0% | +9.8% |
| 3M | -32.6% | -15.0% | -17.5% | -32.6% |
| 6M | +4.9% | -10.1% | +15.1% | +4.9% |
| YTD | -17.8% | +99.4% | -117.2% | -18.0% |
| 1Y | -28.0% | +316.4% | -344.3% | -28.3% |
| 3Y | +36.0% | +2,022.0% | -1,986.0% | +34.8% |
| 5Y | +88.7% | +941.2% | -852.5% | +87.1% |
| 10Y | +346.9% | +2,950.3% | -2,603.4% | +341.6% |
| All | +462.7% | +7,705.7% | -7,243.1% | +451.1% |
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 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