+203.0%
AMAT vs OMC
+15.0%
+188.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.7% |
| 7D | -1.5% | -6.4% | +4.9% | -0.5% |
| 30D | -14.8% | +1.1% | -15.9% | -15.1% |
| 3M | -9.3% | +10.4% | -19.7% | -12.1% |
| 6M | +27.4% | -1.7% | +29.1% | +27.6% |
| YTD | +77.6% | +4.4% | +73.1% | +73.6% |
| 1Y | +188.9% | +8.4% | +180.5% | +175.2% |
| All | +203.0% | +15.0% | +188.1% | +174.5% |
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