+1,311.4%
AMT vs OMC
+587.0%
+724.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | 0.0% |
| 7D | -0.2% | -6.4% | +6.2% | +2.7% |
| 30D | +4.6% | +1.1% | +3.5% | +4.0% |
| 3M | -8.4% | +10.4% | -18.9% | -13.0% |
| 6M | -6.0% | -1.7% | -4.3% | -6.2% |
| YTD | +2.1% | +4.4% | -2.3% | -2.3% |
| 1Y | -6.4% | +8.4% | -14.8% | -12.7% |
| 3Y | +8.1% | +14.4% | -6.3% | -5.2% |
| 5Y | -31.9% | +33.9% | -65.8% | -46.9% |
| 10Y | +97.1% | +34.9% | +62.3% | +37.9% |
| All | +1,311.4% | +587.0% | +724.4% | +192.7% |
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