-4.7%
ORCL vs AMDL
+92.1%
-96.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.9% |
| 7D | -6.5% | +5.4% | -11.9% | -8.9% |
| 30D | -16.6% | -36.6% | +20.1% | -12.6% |
| 3M | -21.6% | -1.0% | -20.6% | -23.8% |
| 6M | -39.4% | -12.1% | -27.3% | -42.2% |
| YTD | -38.7% | +215.1% | -253.8% | -54.4% |
| 1Y | -50.4% | +130.4% | -180.7% | -61.6% |
| All | -4.7% | +92.1% | -96.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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