+270.3%
ORCL vs AMCR
+18.6%
+251.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | -2.4% | +10.4% | +8.7% |
| 30D | -4.0% | +3.6% | -7.6% | -5.4% |
| 3M | -19.5% | -4.2% | -15.3% | -18.9% |
| 6M | -33.5% | +15.5% | -49.0% | -37.2% |
| YTD | -34.8% | +9.7% | -44.6% | -38.2% |
| 1Y | -41.6% | +8.3% | -49.9% | -44.5% |
| 3Y | +13.8% | +15.4% | -1.6% | +3.4% |
| 5Y | +43.4% | -9.1% | +52.5% | +41.3% |
| All | +270.3% | +18.6% | +251.6% | +205.5% |
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