+147.1%
AMAT vs OMC
+52.4%
+94.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -3.2% |
| 7D | +11.4% | +1.9% | +9.5% | +10.8% |
| 30D | -17.0% | +12.2% | -29.3% | -20.5% |
| 3M | -30.6% | +0.6% | -31.2% | -31.1% |
| 6M | -14.9% | +21.0% | -36.0% | -23.1% |
| YTD | +44.7% | +12.4% | +32.3% | +33.2% |
| 1Y | +66.9% | +25.4% | +41.5% | +43.4% |
| 3Y | +153.3% | +29.2% | +124.1% | +102.9% |
| All | +147.1% | +52.4% | +94.7% | +86.6% |
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