+10.2%
ORCL vs APTV
-49.5%
+59.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.6% |
| 7D | -11.2% | -10.2% | -0.9% | -9.2% |
| 30D | -18.8% | -10.8% | -8.0% | -16.9% |
| 3M | -18.8% | -14.8% | -4.0% | -16.2% |
| 6M | -39.7% | -30.6% | -9.2% | -35.4% |
| YTD | -39.6% | -48.2% | +8.5% | -31.5% |
| 1Y | -51.7% | -52.0% | +0.2% | -44.4% |
| 3Y | +10.2% | -47.0% | +57.3% | +18.8% |
| All | +10.2% | -49.5% | +59.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling