-51.7%
ORCL vs APH
+7.8%
-59.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.9% |
| 7D | -11.2% | -5.9% | -5.2% | -8.9% |
| 30D | -18.8% | -14.8% | -4.0% | -13.4% |
| 3M | -18.8% | -12.4% | -6.4% | -14.4% |
| 6M | -39.7% | +8.1% | -47.8% | -41.3% |
| YTD | -39.6% | +10.9% | -50.6% | -46.3% |
| 1Y | -51.7% | +8.8% | -60.5% | -56.9% |
| All | -51.7% | +7.8% | -59.5% | -56.9% |
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