+244.8%
ORCL vs APH
+894.6%
-649.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.6% |
| 7D | -11.2% | -5.9% | -5.2% | -8.1% |
| 30D | -18.8% | -14.8% | -4.0% | -10.9% |
| 3M | -18.8% | -12.4% | -6.4% | -12.8% |
| 6M | -39.7% | +8.1% | -47.8% | -43.5% |
| YTD | -39.6% | +10.9% | -50.6% | -46.3% |
| 1Y | -51.7% | +8.8% | -60.5% | -56.6% |
| 3Y | +10.2% | +262.1% | -251.8% | -53.0% |
| 5Y | +30.8% | +283.1% | -252.3% | -46.9% |
| All | +244.8% | +894.6% | -649.8% | -23.3% |
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