+119,660.7%
AMAT vs OMC
+6,536.5%
+113,124.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.0% | +6.0% |
| 7D | +7.0% | +1.6% | +5.4% | +6.3% |
| 30D | -20.6% | +15.3% | -35.9% | -26.6% |
| 3M | -24.8% | +4.5% | -29.2% | -27.5% |
| 6M | -10.7% | +20.8% | -31.5% | -22.0% |
| YTD | +54.3% | +13.5% | +40.8% | +36.2% |
| 1Y | +73.7% | +25.2% | +48.5% | +44.7% |
| 3Y | +168.4% | +30.5% | +138.0% | +113.3% |
| 5Y | +167.6% | +52.7% | +114.9% | +94.4% |
| 10Y | +1,425.2% | +55.2% | +1,370.0% | +939.7% |
| All | +119,660.7% | +6,536.5% | +113,124.3% | +26,763.7% |
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