+247.2%
AMAT vs OMC
+33.9%
+213.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.2% |
| 7D | -1.5% | -6.4% | +4.9% | +0.8% |
| 30D | -14.8% | +1.1% | -15.9% | -15.5% |
| 3M | -9.3% | +10.4% | -19.7% | -14.5% |
| 6M | +27.4% | -1.7% | +29.1% | +26.0% |
| YTD | +77.6% | +4.4% | +73.1% | +68.4% |
| 1Y | +188.9% | +8.4% | +180.5% | +164.1% |
| 3Y | +202.3% | +14.4% | +187.9% | +158.5% |
| All | +247.2% | +33.9% | +213.3% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling