+5,947.5%
OMC vs AME
+18,709.1%
-12,761.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | -6.4% | +0.6% | -7.0% | -6.7% |
| 30D | +1.1% | -6.7% | +7.8% | +3.6% |
| 3M | +10.4% | +4.1% | +6.3% | +8.3% |
| 6M | -1.7% | +1.6% | -3.3% | -3.1% |
| YTD | +4.4% | +16.1% | -11.7% | -2.2% |
| 1Y | +8.4% | +27.3% | -18.9% | -2.1% |
| 3Y | +14.4% | +50.9% | -36.5% | -3.6% |
| 5Y | +33.9% | +81.4% | -47.5% | +5.3% |
| 10Y | +34.9% | +417.0% | -382.1% | -26.3% |
| All | +5,947.5% | +18,709.1% | -12,761.5% | +1,420.1% |
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