-41.1%
ORCL vs AMRZ
-15.6%
-25.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.8% |
| 7D | +0.5% | -1.1% | +1.6% | +0.7% |
| 30D | -15.3% | +18.3% | -33.6% | -18.0% |
| 3M | -18.2% | -8.0% | -10.3% | -17.2% |
| 6M | -38.4% | -18.7% | -19.8% | -36.4% |
| YTD | -37.7% | -19.8% | -17.9% | -35.3% |
| 1Y | -49.3% | -12.3% | -36.9% | -47.1% |
| All | -41.1% | -15.6% | -25.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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