+373.4%
AMD vs OMC
+31.0%
+342.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +13.1% | +1.6% | +11.6% | +12.9% |
| 30D | -7.0% | +15.3% | -22.3% | -9.1% |
| 3M | +16.6% | +4.5% | +12.1% | +15.8% |
| 6M | +20.5% | +20.8% | -0.3% | +14.0% |
| YTD | +158.2% | +13.5% | +144.7% | +148.4% |
| 1Y | +132.8% | +25.2% | +107.5% | +112.8% |
| All | +373.4% | +31.0% | +342.4% | +330.3% |
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