+33.3%
ORCL vs AMCR
+10.1%
+23.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.5% |
| 7D | +15.0% | -1.8% | +16.8% | +15.2% |
| 30D | +10.5% | -6.0% | +16.6% | +11.2% |
| 3M | -23.0% | +18.9% | -41.9% | -24.7% |
| 6M | +7.0% | +5.7% | +1.3% | +6.1% |
| YTD | -15.8% | +11.1% | -26.9% | -17.7% |
| 1Y | -31.1% | +12.7% | -43.8% | -33.0% |
| 3Y | +33.3% | +9.6% | +23.7% | +27.3% |
| All | +33.3% | +10.1% | +23.2% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling