+91.4%
ORCL vs AMT
-31.6%
+123.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.2% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +10.0% | +4.6% | +5.3% | +9.4% |
| 3M | -32.6% | -8.4% | -24.1% | -31.9% |
| 6M | +4.9% | -6.0% | +11.0% | +5.6% |
| YTD | -17.8% | +2.1% | -19.9% | -18.3% |
| 1Y | -28.0% | -6.4% | -21.6% | -27.7% |
| 3Y | +36.0% | +8.1% | +28.0% | +28.1% |
| All | +91.4% | -31.6% | +123.0% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling