-89.7%
AMIX vs OMC
+24.9%
-114.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.4% |
| 7D | +11.4% | +6.8% | +4.6% | +2.7% |
| 30D | -40.5% | +16.2% | -56.7% | -51.2% |
| 3M | -80.1% | +6.0% | -86.1% | -81.9% |
| 6M | -74.8% | +17.7% | -92.5% | -79.6% |
| YTD | -84.0% | +13.5% | -97.4% | -86.9% |
| 1Y | -89.7% | +27.2% | -116.9% | -92.1% |
| All | -89.7% | +24.9% | -114.6% | -92.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling