+244.8%
ORCL vs AME
+442.8%
-198.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.5% |
| 7D | -11.2% | -5.2% | -6.0% | -8.5% |
| 30D | -18.8% | -8.0% | -10.8% | -14.9% |
| 3M | -18.8% | -8.9% | -9.9% | -14.6% |
| 6M | -39.7% | -5.0% | -34.7% | -38.1% |
| YTD | -39.6% | +11.9% | -51.5% | -43.8% |
| 1Y | -51.7% | +16.6% | -68.4% | -56.2% |
| 3Y | +10.2% | +62.5% | -52.2% | -18.3% |
| 5Y | +30.8% | +67.6% | -36.8% | -5.4% |
| All | +244.8% | +442.8% | -198.0% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling