+30.6%
ORCL vs AMT
-20.2%
+50.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.1% |
| 7D | -11.2% | +0.5% | -11.7% | -11.2% |
| 30D | -18.8% | +13.6% | -32.4% | -20.1% |
| 3M | -18.8% | +11.5% | -30.2% | -19.9% |
| 6M | -39.7% | +6.9% | -46.7% | -40.3% |
| YTD | -39.6% | +10.8% | -50.5% | -40.7% |
| 1Y | -51.7% | +10.3% | -62.1% | -52.6% |
| 3Y | +10.2% | +12.4% | -2.2% | +4.1% |
| All | +30.6% | -20.2% | +50.8% | +34.8% |
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