+40.2%
AMC vs OMC
+24.5%
+15.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.2% | +2.1% | +5.9% |
| 7D | +17.7% | +12.5% | +5.2% | +14.3% |
| 30D | +26.2% | +16.3% | +9.9% | +21.5% |
| 3M | +31.3% | +8.1% | +23.3% | +28.7% |
| 6M | +142.8% | +17.2% | +125.6% | +130.9% |
| YTD | +125.6% | +11.8% | +113.9% | +113.2% |
| 1Y | +40.2% | +23.9% | +16.3% | +36.9% |
| All | +40.2% | +24.5% | +15.7% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling