+6.6%
AMD vs OMC
+12.4%
-5.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.9% | +10.5% |
| 7D | -11.0% | +6.3% | -17.3% | -7.1% |
| 30D | -30.5% | +15.4% | -45.8% | -23.3% |
| 3M | -8.2% | +5.8% | -14.0% | -2.8% |
| 6M | +6.6% | +14.7% | -8.1% | +19.1% |
| All | +6.6% | +12.4% | -5.8% | +19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling