+246.0%
ORCL vs AMCR
+22.4%
+223.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | -3.8% | -2.7% | -5.5% |
| 30D | -16.6% | +8.3% | -24.9% | -18.8% |
| 3M | -21.6% | -2.7% | -18.9% | -21.4% |
| 6M | -39.4% | +16.7% | -56.1% | -42.8% |
| YTD | -38.7% | +13.2% | -51.9% | -42.3% |
| 1Y | -50.4% | +13.7% | -64.1% | -53.5% |
| 3Y | +8.1% | +17.4% | -9.3% | -2.1% |
| 5Y | +34.5% | -5.9% | +40.5% | +31.3% |
| 10Y | +246.0% | +22.4% | +223.6% | +183.2% |
| All | +246.0% | +22.4% | +223.6% | +183.2% |
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