+8.4%
OMC vs AMCR
+13.1%
-4.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -6.4% | -1.9% | -4.5% | -6.0% |
| 30D | +1.1% | -4.1% | +5.2% | +2.0% |
| 3M | +10.4% | +21.7% | -11.3% | +6.9% |
| 6M | -1.7% | +1.5% | -3.2% | -2.7% |
| YTD | +4.4% | +13.1% | -8.7% | +0.4% |
| 1Y | +8.4% | +13.0% | -4.5% | +4.2% |
| All | +8.4% | +13.1% | -4.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling