+31.8%
OMC vs AME
+427.9%
-396.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.9% |
| 7D | -6.2% | 0.0% | -6.2% | -6.3% |
| 30D | -7.6% | -8.6% | +1.0% | -3.1% |
| 3M | +7.4% | +5.8% | +1.6% | +3.4% |
| 6M | +0.1% | +3.8% | -3.7% | -3.2% |
| YTD | +0.4% | +14.4% | -14.0% | -8.6% |
| 1Y | +7.8% | +25.8% | -18.0% | -7.6% |
| 3Y | +11.8% | +55.2% | -43.3% | -16.7% |
| 5Y | +32.5% | +85.5% | -53.1% | -12.3% |
| All | +31.8% | +427.9% | -396.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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