-99.9%
AMIX vs OMC
+7.7%
-107.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | 0.0% | -20.0% | -20.0% |
| 7D | -8.1% | +1.6% | -9.6% | -8.8% |
| 30D | -52.3% | +15.3% | -67.6% | -56.1% |
| 3M | -83.8% | +4.5% | -88.2% | -84.2% |
| 6M | -79.0% | +20.8% | -99.7% | -80.7% |
| YTD | -87.2% | +13.5% | -100.7% | -88.3% |
| 1Y | -91.7% | +25.2% | -116.9% | -92.4% |
| All | -99.9% | +7.7% | -107.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling