+6,406.1%
OMC vs AME
+19,084.4%
-12,678.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | +5.9% | -4.0% | -0.2% |
| 30D | +12.2% | -1.9% | +14.1% | +12.5% |
| 3M | +0.6% | -5.4% | +6.0% | +1.9% |
| 6M | +21.0% | +4.9% | +16.1% | +17.6% |
| YTD | +12.4% | +18.5% | -6.1% | +3.9% |
| 1Y | +25.4% | +25.5% | 0.0% | +13.4% |
| 3Y | +29.2% | +63.0% | -33.8% | +5.3% |
| 5Y | +52.6% | +78.3% | -25.7% | +20.1% |
| 10Y | +53.6% | +447.1% | -393.5% | -18.1% |
| All | +6,406.1% | +19,084.4% | -12,678.3% | +1,513.8% |
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