+61.0%
AA vs OMC
+9.8%
+51.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.3% |
| 7D | -0.7% | -6.4% | +5.7% | -1.1% |
| 30D | +5.0% | +1.1% | +3.9% | +5.0% |
| 3M | -35.8% | +10.4% | -46.2% | -35.1% |
| 6M | -18.4% | -1.7% | -16.7% | -19.0% |
| YTD | -5.5% | +4.4% | -9.9% | -5.5% |
| 1Y | +61.0% | +8.4% | +52.5% | +61.5% |
| All | +61.0% | +9.8% | +51.2% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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