-41.6%
ORCL vs AMCR
+8.7%
-50.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | -2.4% | +10.4% | +7.6% |
| 30D | -4.0% | +3.6% | -7.6% | -3.9% |
| 3M | -19.5% | -4.2% | -15.3% | -19.9% |
| 6M | -33.5% | +15.5% | -49.0% | -32.4% |
| YTD | -34.8% | +9.7% | -44.6% | -31.5% |
| 1Y | -41.6% | +8.3% | -49.9% | -39.4% |
| All | -41.6% | +8.7% | -50.3% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling