+346.9%
ORCL vs APH
+454.1%
-107.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -47.8% | +54.3% | +26.4% |
| 7D | +4.5% | -48.7% | +53.2% | +25.3% |
| 30D | +10.0% | -51.9% | +61.9% | +36.6% |
| 3M | -32.6% | -43.6% | +11.0% | -24.3% |
| 6M | +4.9% | -37.5% | +42.5% | +9.3% |
| YTD | -17.8% | -38.6% | +20.9% | -15.6% |
| 1Y | -28.0% | -26.3% | -1.7% | -34.5% |
| 3Y | +36.0% | +89.2% | -53.2% | -30.9% |
| 5Y | +88.7% | +119.8% | -31.1% | -13.5% |
| All | +346.9% | +454.1% | -107.2% | +15.7% |
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