+1,433.3%
AMT vs OMC
+643.5%
+789.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.0% |
| 7D | +0.4% | +5.4% | -5.0% | -1.9% |
| 30D | +3.7% | +15.7% | -12.0% | -2.9% |
| 3M | +10.7% | +4.9% | +5.8% | +8.0% |
| 6M | +9.3% | +17.3% | -8.0% | +0.7% |
| YTD | +10.9% | +13.0% | -2.1% | +2.2% |
| 1Y | +10.5% | +24.1% | -13.6% | -2.9% |
| 3Y | +15.5% | +31.2% | -15.7% | -5.1% |
| 5Y | -20.6% | +53.4% | -73.9% | -41.8% |
| 10Y | +124.5% | +55.5% | +69.0% | +46.0% |
| All | +1,433.3% | +643.5% | +789.8% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling