+29.8%
ORCL vs AMT
-18.8%
+48.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | -17.5% | +4.4% | -21.8% | -17.9% |
| 30D | -20.2% | +17.7% | -37.9% | -21.7% |
| 3M | -19.9% | +16.7% | -36.6% | -21.5% |
| 6M | -37.4% | +11.1% | -48.6% | -38.3% |
| YTD | -40.1% | +13.9% | -54.0% | -41.3% |
| 1Y | -53.4% | +12.5% | -65.9% | -54.2% |
| 3Y | +10.4% | +13.2% | -2.8% | +4.6% |
| 5Y | +29.8% | -17.9% | +47.6% | +33.3% |
| All | +29.8% | -18.8% | +48.5% | +33.3% |
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