-3.5%
OMC vs AMDL
+95.0%
-98.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -2.7% |
| 7D | -6.4% | +4.5% | -11.0% | -6.5% |
| 30D | +1.1% | -4.4% | +5.5% | +1.1% |
| 3M | +10.4% | -30.5% | +40.9% | +10.4% |
| 6M | -1.7% | +300.9% | -302.6% | -11.7% |
| YTD | +4.4% | +219.9% | -215.5% | -6.0% |
| 1Y | +8.4% | +374.7% | -366.3% | -7.7% |
| All | -3.5% | +95.0% | -98.5% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling