-2.6%
AMC vs OMC
+9.8%
-12.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.8% |
| 7D | +2.3% | -6.4% | +8.7% | +3.8% |
| 30D | -0.7% | +1.1% | -1.9% | -1.0% |
| 3M | +35.2% | +10.4% | +24.8% | +32.1% |
| 6M | +124.6% | -1.7% | +126.3% | +118.8% |
| YTD | +69.9% | +4.4% | +65.4% | +63.7% |
| 1Y | -2.6% | +8.4% | -11.0% | -4.9% |
| All | -2.6% | +9.8% | -12.3% | -4.9% |
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