+275.4%
ORCL vs AMT
+134.2%
+141.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.4% | -2.2% | +12.5% | +11.0% |
| 30D | -11.2% | +5.8% | -17.0% | -12.7% |
| 3M | -16.8% | +12.6% | -29.3% | -19.5% |
| 6M | -31.5% | +8.3% | -39.8% | -33.4% |
| YTD | -33.9% | +11.4% | -45.3% | -36.6% |
| 1Y | -43.3% | +7.7% | -51.0% | -45.1% |
| 3Y | +16.5% | +14.8% | +1.7% | +5.9% |
| 5Y | +45.4% | -18.0% | +63.3% | +48.0% |
| All | +275.4% | +134.2% | +141.3% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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