+242.0%
ORCL vs APH
+855.3%
-613.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.3% | +2.4% | -1.5% |
| 7D | -17.5% | -12.7% | -4.8% | -10.8% |
| 30D | -20.2% | -19.2% | -1.0% | -9.6% |
| 3M | -19.9% | -16.7% | -3.3% | -11.5% |
| 6M | -37.4% | +5.1% | -42.6% | -40.4% |
| YTD | -40.1% | +6.6% | -46.7% | -45.4% |
| 1Y | -53.4% | +3.9% | -57.3% | -56.9% |
| 3Y | +10.4% | +246.0% | -235.6% | -51.7% |
| 5Y | +29.8% | +268.0% | -238.2% | -46.1% |
| All | +242.0% | +855.3% | -613.3% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling