+91.4%
ORCL vs APD
+27.6%
+63.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.3% |
| 7D | +5.3% | -2.2% | +7.5% | +5.8% |
| 30D | +10.0% | +2.1% | +7.9% | +9.3% |
| 3M | -32.6% | +7.2% | -39.8% | -34.1% |
| 6M | +4.9% | +11.2% | -6.3% | +1.0% |
| YTD | -17.8% | +24.4% | -42.1% | -23.7% |
| 1Y | -28.0% | +6.7% | -34.7% | -30.0% |
| 3Y | +36.0% | +9.2% | +26.8% | +30.2% |
| All | +91.4% | +27.6% | +63.9% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling