-7.0%
ORCL vs AMDL
+20.7%
-27.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -34.9% | +27.9% | -1.5% |
| 7D | -17.5% | -52.7% | +35.2% | -8.5% |
| 30D | -20.2% | -65.3% | +45.2% | -7.7% |
| 3M | -19.9% | -40.8% | +20.9% | -15.1% |
| 6M | -37.4% | -12.9% | -24.5% | -40.2% |
| YTD | -40.1% | +98.0% | -138.1% | -51.8% |
| 1Y | -53.4% | +30.1% | -83.5% | -60.4% |
| All | -7.0% | +20.7% | -27.7% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling