-32.7%
ORCL vs AMRZ
-19.1%
-13.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -1.9% | +7.2% | +5.6% |
| 30D | +10.0% | -16.9% | +26.9% | +13.6% |
| 3M | -32.6% | -19.2% | -13.4% | -30.1% |
| 6M | +4.9% | -29.3% | +34.2% | +9.7% |
| YTD | -17.8% | -18.0% | +0.2% | -14.4% |
| All | -32.7% | -19.1% | -13.5% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling