+1,591.4%
AMAT vs OMC
+35.8%
+1,555.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.4% |
| 7D | -1.5% | -6.4% | +4.9% | +1.3% |
| 30D | -14.8% | +1.1% | -15.9% | -15.6% |
| 3M | -9.3% | +10.4% | -19.7% | -15.2% |
| 6M | +27.4% | -1.7% | +29.1% | +25.3% |
| YTD | +77.6% | +4.4% | +73.1% | +66.6% |
| 1Y | +188.9% | +8.4% | +180.5% | +161.7% |
| 3Y | +202.3% | +14.4% | +187.9% | +160.6% |
| 5Y | +248.9% | +33.9% | +215.0% | +172.5% |
| All | +1,591.4% | +35.8% | +1,555.7% | +1,137.0% |
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