+8.4%
OMC vs AMRZ
-14.5%
+22.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -6.4% | -1.9% | -4.5% | -6.1% |
| 30D | +1.1% | -16.9% | +18.0% | +4.2% |
| 3M | +10.4% | -19.2% | +29.6% | +13.8% |
| 6M | -1.7% | -29.3% | +27.6% | +3.9% |
| YTD | +4.4% | -18.0% | +22.4% | +7.7% |
| 1Y | +8.4% | -15.1% | +23.5% | +12.5% |
| All | +8.4% | -14.5% | +22.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling