+29.8%
ORCL vs APD
+15.3%
+14.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -6.2% |
| 7D | -17.5% | -0.7% | -16.8% | -17.3% |
| 30D | -20.2% | +10.1% | -30.3% | -22.1% |
| 3M | -19.9% | +4.9% | -24.8% | -21.0% |
| 6M | -37.4% | +2.5% | -39.9% | -38.1% |
| YTD | -40.1% | +27.8% | -67.9% | -44.9% |
| 1Y | -53.4% | +32.9% | -86.3% | -58.1% |
| 3Y | +10.4% | +13.4% | -3.0% | +4.5% |
| 5Y | +29.8% | +12.8% | +16.9% | +11.8% |
| All | +29.8% | +15.3% | +14.5% | +11.8% |
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 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