+270.3%
ORCL vs APD
+191.9%
+78.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +3.8% | +4.1% | +6.4% |
| 30D | -4.0% | +8.2% | -12.2% | -7.0% |
| 3M | -19.5% | +4.3% | -23.7% | -20.9% |
| 6M | -33.5% | +4.7% | -38.2% | -35.2% |
| YTD | -34.8% | +31.5% | -66.4% | -42.9% |
| 1Y | -41.6% | +23.5% | -65.2% | -47.8% |
| 3Y | +13.8% | +29.1% | -15.4% | -3.2% |
| 5Y | +43.4% | +15.9% | +27.5% | +25.4% |
| All | +270.3% | +191.9% | +78.3% | +78.9% |
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