+117.0%
AA vs OMC
+34.2%
+82.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -3.4% | -4.4% | +0.9% | -0.7% |
| 30D | -5.8% | -7.6% | +1.8% | -1.5% |
| 3M | -29.9% | +4.5% | -34.4% | -33.4% |
| 6M | -27.0% | -0.3% | -26.8% | -28.7% |
| YTD | -8.7% | -0.1% | -8.6% | -14.0% |
| 1Y | +50.6% | +4.6% | +46.0% | +34.4% |
| 3Y | +74.1% | +10.5% | +63.6% | +44.4% |
| 5Y | +2.6% | +31.7% | -29.1% | -29.0% |
| All | +117.0% | +34.2% | +82.7% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling