+59.3%
AMAT vs OMC
+24.9%
+34.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.6% |
| 7D | -2.5% | +6.8% | -9.3% | -0.6% |
| 30D | -26.5% | +16.2% | -42.7% | -23.3% |
| 3M | -28.6% | +6.0% | -34.6% | -26.6% |
| 6M | -14.2% | +17.7% | -32.0% | -9.7% |
| YTD | +45.5% | +13.5% | +32.0% | +50.2% |
| 1Y | +59.3% | +27.2% | +32.1% | +67.0% |
| All | +59.3% | +24.9% | +34.4% | +67.0% |
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 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