-97.7%
AMC vs OMC
+88.9%
-186.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.6% |
| 7D | +2.6% | +6.3% | -3.7% | -2.1% |
| 30D | +9.0% | +15.4% | -6.3% | -2.8% |
| 3M | +22.2% | +5.8% | +16.4% | +15.5% |
| 6M | +91.5% | +14.7% | +76.8% | +67.3% |
| YTD | +101.3% | +10.3% | +91.0% | +76.6% |
| 1Y | +20.8% | +23.2% | -2.5% | -5.2% |
| 3Y | -71.3% | +24.6% | -95.9% | -79.4% |
| 5Y | -99.2% | +50.1% | -149.3% | -99.6% |
| 10Y | -98.7% | +54.3% | -153.0% | -99.3% |
| All | -97.7% | +88.9% | -186.6% | -98.8% |
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