+6,321.8%
OMC vs AME
+18,999.6%
-12,677.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -0.3% | +8.1% | -8.4% | -3.1% |
| 30D | +10.6% | -3.8% | +14.4% | +11.7% |
| 3M | +2.6% | -6.6% | +9.2% | +4.5% |
| 6M | +16.6% | +4.6% | +12.0% | +13.5% |
| YTD | +10.9% | +17.9% | -7.0% | +2.7% |
| 1Y | +22.1% | +23.2% | -1.2% | +11.2% |
| 3Y | +27.5% | +62.9% | -35.5% | +3.9% |
| 5Y | +50.6% | +77.5% | -26.9% | +18.7% |
| 10Y | +51.7% | +444.7% | -393.0% | -19.0% |
| All | +6,321.8% | +18,999.6% | -12,677.8% | +1,495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling