+33,471.1%
ORCL vs AME
+18,709.1%
+14,762.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.5% |
| 7D | +5.3% | +0.6% | +4.6% | +5.1% |
| 30D | +10.0% | -6.7% | +16.7% | +13.1% |
| 3M | -32.6% | +4.1% | -36.7% | -33.7% |
| 6M | +4.9% | +1.6% | +3.4% | +3.6% |
| YTD | -17.8% | +16.1% | -33.9% | -23.3% |
| 1Y | -28.0% | +27.3% | -55.3% | -35.8% |
| 3Y | +36.0% | +50.9% | -14.8% | +12.6% |
| 5Y | +88.7% | +81.4% | +7.3% | +44.8% |
| 10Y | +346.9% | +417.0% | -70.1% | +121.9% |
| All | +33,471.1% | +18,709.1% | +14,762.0% | +5,166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling