+66.9%
AMAT vs OMC
+24.0%
+42.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -2.4% |
| 7D | +11.4% | +1.9% | +9.5% | +11.9% |
| 30D | -17.0% | +12.2% | -29.3% | -14.1% |
| 3M | -30.6% | +0.6% | -31.2% | -29.5% |
| 6M | -14.9% | +21.0% | -36.0% | -10.6% |
| YTD | +44.7% | +12.4% | +32.3% | +49.1% |
| 1Y | +66.9% | +25.4% | +41.5% | +75.4% |
| All | +66.9% | +24.0% | +42.9% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling