-32.3%
AMT vs OMC
+32.6%
-65.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -0.2% | -5.8% | +5.6% | +1.0% |
| 30D | +1.8% | -4.8% | +6.7% | +2.8% |
| 3M | -6.2% | +9.2% | -15.4% | -7.9% |
| 6M | -5.0% | -2.5% | -2.5% | -4.9% |
| YTD | +2.1% | +2.6% | -0.5% | +1.0% |
| 1Y | -5.7% | +5.9% | -11.7% | -7.6% |
| 3Y | +7.9% | +14.2% | -6.3% | +1.2% |
| 5Y | -32.3% | +33.2% | -65.6% | -41.5% |
| All | -32.3% | +32.6% | -65.0% | -41.5% |
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