+1,162.1%
AMAT vs OMC
+52.3%
+1,109.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.6% |
| 7D | -14.7% | +6.3% | -21.0% | -17.1% |
| 30D | -36.1% | +15.4% | -51.5% | -40.3% |
| 3M | -36.9% | +5.8% | -42.6% | -39.2% |
| 6M | -22.2% | +14.7% | -36.9% | -29.3% |
| YTD | +29.9% | +10.3% | +19.6% | +18.0% |
| 1Y | +43.3% | +23.2% | +20.0% | +21.7% |
| 3Y | +142.7% | +24.6% | +118.1% | +99.1% |
| 5Y | +126.2% | +50.1% | +76.1% | +66.1% |
| All | +1,162.1% | +52.3% | +1,109.8% | +774.2% |
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