+137,736.4%
AMAT vs OMC
+6,006.3%
+131,730.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.6% |
| 7D | -1.5% | -6.4% | +4.9% | +1.6% |
| 30D | -14.8% | +1.1% | -15.9% | -15.7% |
| 3M | -9.3% | +10.4% | -19.7% | -15.7% |
| 6M | +27.4% | -1.7% | +29.1% | +24.7% |
| YTD | +77.6% | +4.4% | +73.1% | +65.3% |
| 1Y | +188.9% | +8.4% | +180.5% | +159.7% |
| 3Y | +202.3% | +14.4% | +187.9% | +159.8% |
| 5Y | +248.9% | +33.9% | +215.0% | +173.8% |
| 10Y | +1,585.2% | +34.9% | +1,550.4% | +1,148.6% |
| All | +137,736.4% | +6,006.3% | +131,730.1% | +32,495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling