+14.2%
OMC vs AME
+55.3%
-41.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.8% | +2.8% | -8.5% | -6.7% |
| 30D | -4.8% | -6.3% | +1.4% | -2.7% |
| 3M | +9.2% | +5.4% | +3.8% | +6.5% |
| 6M | -2.5% | +7.4% | -9.9% | -6.2% |
| YTD | +2.6% | +16.2% | -13.6% | -5.3% |
| 1Y | +5.9% | +26.8% | -20.9% | -6.6% |
| 3Y | +14.2% | +57.5% | -43.3% | -10.9% |
| All | +14.2% | +55.3% | -41.1% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling