+37,333.6%
ORCL vs APH
+114,578.9%
-77,245.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.3% | +2.4% | -3.1% |
| 7D | -17.5% | -12.7% | -4.8% | -12.7% |
| 30D | -20.2% | -19.2% | -1.0% | -12.7% |
| 3M | -19.9% | -16.7% | -3.3% | -13.9% |
| 6M | -37.4% | +5.1% | -42.6% | -39.3% |
| YTD | -40.1% | +6.6% | -46.7% | -43.2% |
| 1Y | -53.4% | +3.9% | -57.3% | -55.3% |
| 3Y | +10.4% | +246.0% | -235.6% | -34.7% |
| 5Y | +29.8% | +268.0% | -238.2% | -25.4% |
| 10Y | +249.2% | +868.2% | -619.0% | +36.4% |
| All | +37,333.6% | +114,578.9% | -77,245.3% | +2,645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling