-43.3%
ORCL vs APD
+23.7%
-66.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.9% |
| 7D | +10.4% | +2.2% | +8.2% | +10.9% |
| 30D | -11.2% | +9.4% | -20.7% | -9.2% |
| 3M | -16.8% | +4.7% | -21.4% | -16.1% |
| 6M | -31.5% | +5.5% | -37.0% | -30.5% |
| YTD | -33.9% | +31.4% | -65.3% | -28.0% |
| 1Y | -43.3% | +24.1% | -67.4% | -39.4% |
| All | -43.3% | +23.7% | -66.9% | -39.4% |
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