+145.0%
OMC vs AMCR
+97.2%
+47.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.6% |
| 7D | -4.2% | -6.3% | +2.0% | -2.3% |
| 30D | -7.5% | -7.1% | -0.4% | -5.4% |
| 3M | +4.6% | +12.7% | -8.0% | +0.8% |
| 6M | -4.8% | +5.2% | -10.0% | -6.8% |
| YTD | -1.0% | +8.1% | -9.1% | -4.5% |
| 1Y | +3.8% | +11.7% | -7.9% | -1.0% |
| 3Y | +10.2% | +9.9% | +0.3% | +4.8% |
| 5Y | +29.7% | -8.7% | +38.4% | +30.1% |
| 10Y | +32.3% | +16.8% | +15.5% | +20.7% |
| All | +145.0% | +97.2% | +47.8% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling