-51.7%
ORCL vs AME
+16.4%
-68.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.1% |
| 7D | -11.2% | -5.2% | -6.0% | -9.4% |
| 30D | -18.8% | -8.0% | -10.8% | -16.3% |
| 3M | -18.8% | -8.9% | -9.9% | -16.4% |
| 6M | -39.7% | -5.0% | -34.7% | -38.3% |
| YTD | -39.6% | +11.9% | -51.5% | -39.1% |
| 1Y | -51.7% | +16.6% | -68.4% | -51.4% |
| All | -51.7% | +16.4% | -68.1% | -51.4% |
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