+244.8%
ORCL vs APD
+185.9%
+58.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -11.2% | -3.7% | -7.5% | -9.8% |
| 30D | -18.8% | +9.6% | -28.4% | -21.8% |
| 3M | -18.8% | +1.6% | -20.4% | -19.5% |
| 6M | -39.7% | +2.2% | -41.9% | -40.8% |
| YTD | -39.6% | +25.9% | -65.5% | -46.2% |
| 1Y | -51.7% | +20.1% | -71.9% | -56.4% |
| 3Y | +10.2% | +12.4% | -2.2% | -0.5% |
| 5Y | +30.8% | +11.1% | +19.7% | +16.2% |
| All | +244.8% | +185.9% | +58.9% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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