-32.6%
ORCL vs AMRZ
-19.2%
-13.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -1.9% | +7.2% | +5.5% |
| 30D | +10.0% | -16.9% | +26.9% | +13.0% |
| 3M | -32.6% | -19.2% | -13.4% | -32.4% |
| All | -32.6% | -19.2% | -13.3% | -32.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling