-80.6%
AMC vs OMC
+15.0%
-95.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.3% |
| 7D | +2.3% | -6.4% | +8.7% | +4.8% |
| 30D | -0.7% | +1.1% | -1.9% | -1.4% |
| 3M | +35.2% | +10.4% | +24.8% | +28.6% |
| 6M | +124.6% | -1.7% | +126.3% | +123.5% |
| YTD | +69.9% | +4.4% | +65.4% | +65.2% |
| 1Y | -2.6% | +8.4% | -11.0% | -7.8% |
| All | -80.6% | +15.0% | -95.5% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling