+142.7%
AMAT vs OMC
+23.9%
+118.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | -14.7% | +6.3% | -21.0% | -15.2% |
| 30D | -36.1% | +15.4% | -51.5% | -37.2% |
| 3M | -36.9% | +5.8% | -42.6% | -37.4% |
| 6M | -22.2% | +14.7% | -36.9% | -24.7% |
| YTD | +29.9% | +10.3% | +19.6% | +26.5% |
| 1Y | +43.3% | +23.2% | +20.0% | +32.6% |
| 3Y | +142.7% | +24.6% | +118.1% | +127.1% |
| All | +142.7% | +23.9% | +118.8% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling