+4,772.5%
ORCL vs AMT
+1,311.4%
+3,461.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +10.0% | +4.6% | +5.3% | +8.7% |
| 3M | -32.6% | -8.4% | -24.1% | -31.4% |
| 6M | +4.9% | -6.0% | +11.0% | +5.8% |
| YTD | -17.8% | +2.1% | -19.9% | -18.9% |
| 1Y | -28.0% | -6.4% | -21.6% | -27.7% |
| 3Y | +36.0% | +8.1% | +28.0% | +28.7% |
| 5Y | +88.7% | -31.9% | +120.6% | +98.5% |
| 10Y | +346.9% | +97.1% | +249.8% | +255.0% |
| All | +4,772.5% | +1,311.4% | +3,461.2% | +2,316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling