-91.1%
AMIX vs OMC
+24.0%
-115.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.5% |
| 7D | -9.9% | +1.9% | -11.7% | -11.5% |
| 30D | -52.8% | +12.2% | -65.0% | -59.3% |
| 3M | -80.0% | +0.6% | -80.6% | -80.3% |
| 6M | -80.2% | +21.0% | -101.2% | -84.0% |
| YTD | -88.1% | +12.4% | -100.5% | -90.2% |
| 1Y | -91.1% | +25.4% | -116.5% | -92.8% |
| All | -91.1% | +24.0% | -115.1% | -92.8% |
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