+30.6%
ORCL vs AMC
-99.3%
+129.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -11.2% | +2.6% | -13.8% | -11.3% |
| 30D | -18.8% | +9.0% | -27.9% | -19.2% |
| 3M | -18.8% | +22.2% | -41.0% | -19.8% |
| 6M | -39.7% | +91.5% | -131.2% | -42.5% |
| YTD | -39.6% | +101.3% | -140.9% | -42.7% |
| 1Y | -51.7% | +20.8% | -72.5% | -53.2% |
| 3Y | +10.2% | -71.3% | +81.6% | +11.2% |
| All | +30.6% | -99.3% | +129.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · 6 months rolling