+94.3%
ORCL vs AMCR
-9.8%
+104.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.8% |
| 7D | +15.0% | -1.8% | +16.8% | +15.5% |
| 30D | +10.5% | -6.0% | +16.6% | +12.1% |
| 3M | -23.0% | +18.9% | -41.9% | -26.7% |
| 6M | +7.0% | +5.7% | +1.3% | +4.8% |
| YTD | -15.8% | +11.1% | -26.9% | -19.5% |
| 1Y | -31.1% | +12.7% | -43.8% | -34.6% |
| 3Y | +33.3% | +9.6% | +23.7% | +23.3% |
| 5Y | +94.3% | -10.3% | +104.6% | +100.4% |
| All | +94.3% | -9.8% | +104.1% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling