+1,370.8%
AMAT vs OMC
+56.4%
+1,314.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -2.5% | +6.8% | -9.3% | -5.2% |
| 30D | -26.5% | +16.2% | -42.7% | -31.5% |
| 3M | -28.6% | +6.0% | -34.6% | -31.2% |
| 6M | -14.2% | +17.7% | -32.0% | -22.9% |
| YTD | +45.5% | +13.5% | +32.0% | +30.7% |
| 1Y | +59.3% | +27.2% | +32.1% | +33.7% |
| 3Y | +153.1% | +30.4% | +122.7% | +103.4% |
| 5Y | +158.2% | +53.5% | +104.6% | +88.1% |
| 10Y | +1,370.8% | +57.0% | +1,313.8% | +917.3% |
| All | +1,370.8% | +56.4% | +1,314.4% | +917.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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