+12,389.9%
AMD vs OMC
+6,533.5%
+5,856.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.9% | +11.9% | +13.1% |
| 7D | +6.5% | +6.8% | -0.3% | +2.7% |
| 30D | -15.3% | +16.2% | -31.4% | -22.7% |
| 3M | +9.7% | +6.0% | +3.7% | +4.3% |
| 6M | +13.2% | +17.7% | -4.5% | -1.3% |
| YTD | +140.6% | +13.5% | +127.1% | +109.1% |
| 1Y | +111.2% | +27.2% | +84.0% | +70.4% |
| 3Y | +334.4% | +30.4% | +304.0% | +236.4% |
| 5Y | +268.3% | +53.5% | +214.8% | +158.6% |
| 10Y | +8,077.9% | +57.0% | +8,020.9% | +4,948.4% |
| All | +12,389.9% | +6,533.5% | +5,856.5% | +1,485.7% |
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