+100.6%
AMT vs OMC
+35.0%
+65.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -2.7% | -6.2% | +3.5% | -1.3% |
| 30D | +2.0% | -7.6% | +9.6% | +3.8% |
| 3M | -9.3% | +7.4% | -16.7% | -10.9% |
| 6M | -5.2% | +0.1% | -5.4% | -5.6% |
| YTD | +0.5% | +0.4% | 0.0% | -0.5% |
| 1Y | -7.3% | +7.8% | -15.0% | -10.0% |
| 3Y | +6.2% | +11.8% | -5.6% | +0.3% |
| 5Y | -31.2% | +32.5% | -63.6% | -39.0% |
| All | +100.6% | +35.0% | +65.6% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling