-5.3%
OMC vs AMDL
+117.8%
-123.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -2.1% |
| 7D | -5.8% | +19.9% | -25.7% | -6.3% |
| 30D | -4.8% | +6.3% | -11.1% | -5.1% |
| 3M | +9.2% | -9.9% | +19.1% | +8.3% |
| 6M | -2.5% | +394.3% | -396.8% | -13.2% |
| YTD | +2.6% | +257.3% | -254.7% | -8.0% |
| 1Y | +5.9% | +508.5% | -502.6% | -11.2% |
| All | -5.3% | +117.8% | -123.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling