+1,315.3%
AMAT vs OMC
+56.1%
+1,259.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.5% | +8.9% | +10.3% |
| 7D | -1.1% | +5.4% | -6.4% | -3.3% |
| 30D | -26.9% | +15.7% | -42.6% | -31.7% |
| 3M | -31.2% | +4.9% | -36.1% | -33.4% |
| 6M | -14.7% | +17.3% | -32.0% | -23.2% |
| YTD | +44.7% | +13.0% | +31.7% | +30.2% |
| 1Y | +62.0% | +24.1% | +37.9% | +37.6% |
| 3Y | +165.0% | +31.2% | +133.7% | +112.1% |
| 5Y | +147.1% | +53.4% | +93.7% | +80.0% |
| 10Y | +1,315.3% | +55.5% | +1,259.7% | +871.8% |
| All | +1,315.3% | +56.1% | +1,259.2% | +871.8% |
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