+126.7%
AMAT vs OMC
+49.2%
+77.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | -14.7% | +6.3% | -21.0% | -16.5% |
| 30D | -36.1% | +15.4% | -51.5% | -39.5% |
| 3M | -36.9% | +5.8% | -42.6% | -38.7% |
| 6M | -22.2% | +14.7% | -36.9% | -28.2% |
| YTD | +29.9% | +10.3% | +19.6% | +20.2% |
| 1Y | +43.3% | +23.2% | +20.0% | +23.6% |
| 3Y | +142.7% | +24.6% | +118.1% | +98.0% |
| All | +126.7% | +49.2% | +77.5% | +73.5% |
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 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