+11,477.5%
AMD vs OMC
+6,006.3%
+5,471.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +6.1% |
| 7D | +2.6% | -6.4% | +9.0% | +6.2% |
| 30D | -0.9% | +1.1% | -2.0% | -2.1% |
| 3M | -8.7% | +10.4% | -19.1% | -15.9% |
| 6M | +136.3% | -1.7% | +138.0% | +130.8% |
| YTD | +123.0% | +4.4% | +118.6% | +105.8% |
| 1Y | +195.2% | +8.4% | +186.7% | +162.5% |
| 3Y | +336.3% | +14.4% | +321.9% | +268.9% |
| 5Y | +334.5% | +33.9% | +300.6% | +233.3% |
| 10Y | +6,259.1% | +34.9% | +6,224.3% | +4,263.1% |
| All | +11,477.5% | +6,006.3% | +5,471.2% | +1,460.2% |
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