+368.8%
ORCL vs AMCR
+16.8%
+352.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | +10.9% | -6.3% | +17.2% | +13.0% |
| 30D | +7.0% | -7.1% | +14.1% | +9.2% |
| 3M | -21.2% | +12.7% | -33.9% | -24.4% |
| 6M | +7.4% | +5.2% | +2.2% | +4.6% |
| YTD | -16.3% | +8.1% | -24.3% | -19.9% |
| 1Y | -32.3% | +11.7% | -44.0% | -36.2% |
| 3Y | +32.6% | +9.9% | +22.6% | +23.0% |
| 5Y | +93.1% | -8.7% | +101.8% | +90.7% |
| 10Y | +368.8% | +16.8% | +352.0% | +290.1% |
| All | +368.8% | +16.8% | +352.0% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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