+619.5%
ORCL vs AMCR
+100.2%
+519.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +5.3% | -1.9% | +7.1% | +5.7% |
| 30D | +10.0% | -4.1% | +14.1% | +10.9% |
| 3M | -32.6% | +21.7% | -54.3% | -35.9% |
| 6M | +4.9% | +1.5% | +3.4% | +3.8% |
| YTD | -17.8% | +13.1% | -30.9% | -21.2% |
| 1Y | -28.0% | +13.0% | -41.0% | -31.1% |
| 3Y | +36.0% | +6.9% | +29.1% | +30.2% |
| 5Y | +88.7% | -10.5% | +99.2% | +88.4% |
| 10Y | +346.9% | +20.9% | +326.0% | +303.0% |
| All | +619.5% | +100.2% | +519.3% | +533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling