-20.4%
ORCL vs AMRZ
-17.3%
-3.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.6% | +3.1% |
| 7D | +15.0% | -2.0% | +17.0% | +15.4% |
| 30D | +10.5% | -9.8% | +20.4% | +12.5% |
| 3M | -23.0% | -17.2% | -5.8% | -20.7% |
| 6M | +7.0% | -26.9% | +33.9% | +11.9% |
| YTD | -15.8% | -21.5% | +5.7% | -12.2% |
| 1Y | -31.1% | -22.9% | -8.2% | -27.9% |
| All | -20.4% | -17.3% | -3.1% | -15.8% |
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