-28.0%
ORCL vs APH
-25.2%
-2.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -47.8% | +54.3% | +11.9% |
| 7D | +4.5% | -48.7% | +53.2% | +10.6% |
| 30D | +10.0% | -51.9% | +61.9% | +19.3% |
| 3M | -32.6% | -43.6% | +11.0% | -31.5% |
| 6M | +4.9% | -37.5% | +42.5% | +1.0% |
| YTD | -17.8% | -38.6% | +20.9% | -25.2% |
| 1Y | -28.0% | -26.3% | -1.7% | -44.4% |
| All | -28.0% | -25.2% | -2.7% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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