-99.9%
AMIX vs OMC
+4.7%
-104.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -16.0% | +6.3% | -22.3% | -19.1% |
| 30D | -55.4% | +15.4% | -70.8% | -59.1% |
| 3M | -87.5% | +5.8% | -93.3% | -88.1% |
| 6M | -81.2% | +14.7% | -95.9% | -82.5% |
| YTD | -86.8% | +10.3% | -97.1% | -87.8% |
| 1Y | -91.6% | +23.2% | -114.8% | -92.1% |
| All | -99.9% | +4.7% | -104.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling