-51.7%
ORCL vs APD
+24.7%
-76.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.4% |
| 7D | -11.2% | -3.7% | -7.5% | -11.9% |
| 30D | -18.8% | +9.6% | -28.4% | -16.9% |
| 3M | -18.8% | +1.6% | -20.4% | -18.6% |
| 6M | -39.7% | +2.2% | -41.9% | -39.3% |
| YTD | -39.6% | +25.9% | -65.5% | -34.9% |
| 1Y | -51.7% | +20.1% | -71.9% | -47.8% |
| All | -51.7% | +24.7% | -76.4% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling