-98.1%
AMC vs OMC
+78.8%
-176.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +6.3% |
| 7D | +2.3% | -6.4% | +8.7% | +7.3% |
| 30D | -0.7% | +1.1% | -1.9% | -2.2% |
| 3M | +35.2% | +10.4% | +24.8% | +21.8% |
| 6M | +124.6% | -1.7% | +126.3% | +124.2% |
| YTD | +69.9% | +4.4% | +65.4% | +56.5% |
| 1Y | -2.6% | +8.4% | -11.0% | -15.6% |
| 3Y | -79.8% | +14.4% | -94.2% | -84.2% |
| 5Y | -99.4% | +33.9% | -133.3% | -99.6% |
| 10Y | -98.9% | +34.9% | -133.7% | -99.3% |
| All | -98.1% | +78.8% | -176.9% | -99.0% |
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