-9.5%
AMC vs OMC
+5.6%
-15.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | -0.8% | -5.8% | +5.0% | +0.4% |
| 30D | -1.2% | -4.8% | +3.7% | -0.1% |
| 3M | +42.2% | +9.2% | +33.0% | +39.2% |
| 6M | +118.8% | -2.5% | +121.3% | +114.0% |
| YTD | +64.1% | +2.6% | +61.5% | +58.7% |
| 1Y | -9.5% | +5.9% | -15.5% | -11.7% |
| All | -9.5% | +5.6% | -15.2% | -11.7% |
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 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