-28.0%
ORCL vs AME
+29.8%
-57.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.0% |
| 7D | +5.3% | +0.6% | +4.6% | +5.2% |
| 30D | +10.0% | -6.7% | +16.7% | +10.1% |
| 3M | -32.6% | +4.1% | -36.7% | -32.0% |
| 6M | +4.9% | +1.6% | +3.4% | +4.1% |
| YTD | -17.8% | +16.1% | -33.9% | -15.0% |
| 1Y | -28.0% | +27.3% | -55.3% | -21.8% |
| All | -28.0% | +29.8% | -57.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling