+244.8%
ORCL vs AMT
+113.8%
+131.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.5% |
| 7D | -11.2% | +0.5% | -11.7% | -11.3% |
| 30D | -18.8% | +13.6% | -32.4% | -21.6% |
| 3M | -18.8% | +11.5% | -30.2% | -21.3% |
| 6M | -39.7% | +6.9% | -46.7% | -41.2% |
| YTD | -39.6% | +10.8% | -50.5% | -42.0% |
| 1Y | -51.7% | +10.3% | -62.1% | -53.6% |
| 3Y | +10.2% | +12.4% | -2.2% | +1.1% |
| 5Y | +30.8% | -20.1% | +50.9% | +34.4% |
| All | +244.8% | +113.8% | +131.0% | +171.6% |
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