+12.4%
AA vs OMC
+29.1%
-16.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.3% |
| 7D | -0.6% | -4.2% | +3.6% | +1.3% |
| 30D | -1.6% | -7.5% | +5.9% | +1.7% |
| 3M | -29.8% | +4.6% | -34.4% | -32.3% |
| 6M | -16.6% | -4.8% | -11.8% | -15.9% |
| YTD | -4.0% | -1.0% | -3.0% | -7.0% |
| 1Y | +63.5% | +3.8% | +59.7% | +51.3% |
| 3Y | +86.8% | +10.2% | +76.5% | +59.4% |
| 5Y | +12.4% | +29.7% | -17.4% | -23.0% |
| All | +12.4% | +29.1% | -16.7% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling