-37.4%
ORCL vs APD
+4.3%
-41.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -7.7% |
| 7D | -17.5% | -0.7% | -16.8% | -17.5% |
| 30D | -20.2% | +10.1% | -30.3% | -18.0% |
| 3M | -19.9% | +4.9% | -24.8% | -19.1% |
| 6M | -37.4% | +2.5% | -39.9% | -41.1% |
| All | -37.4% | +4.3% | -41.7% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling