+163.0%
OMC vs AMBA
+772.6%
-609.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -7.0% | -1.5% |
| 7D | +6.3% | -7.2% | +13.5% | +7.0% |
| 30D | +15.4% | -10.4% | +25.7% | +16.4% |
| 3M | +5.8% | -30.1% | +35.9% | +9.4% |
| 6M | +14.7% | -22.4% | +37.1% | +14.9% |
| YTD | +10.3% | -17.3% | +27.7% | +9.0% |
| 1Y | +23.2% | -35.4% | +58.6% | +24.9% |
| 3Y | +24.6% | +18.6% | +6.0% | +12.8% |
| 5Y | +50.1% | -69.8% | +119.9% | +51.0% |
| 10Y | +54.3% | +1.1% | +53.2% | +28.3% |
| All | +163.0% | +772.6% | -609.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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