-38.4%
ORCL vs AMRZ
-19.2%
-19.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | -2.1% | +10.1% | +8.3% |
| 30D | -4.0% | +13.0% | -16.9% | -6.4% |
| 3M | -19.5% | -12.1% | -7.4% | -17.8% |
| 6M | -33.5% | -19.1% | -14.3% | -31.3% |
| YTD | -34.8% | -23.3% | -11.6% | -31.9% |
| 1Y | -41.6% | -16.6% | -25.0% | -38.8% |
| All | -38.4% | -19.2% | -19.2% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling