-18.0%
AA vs OMC
+48.8%
-66.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | -2.3% | +10.6% | -12.9% | -6.8% |
| 3M | -20.8% | +2.6% | -23.4% | -22.3% |
| 6M | -39.8% | +16.6% | -56.4% | -44.9% |
| YTD | -23.3% | +10.9% | -34.2% | -29.5% |
| 1Y | +1.8% | +22.1% | -20.2% | -12.3% |
| 3Y | +69.5% | +27.5% | +42.1% | +34.6% |
| 5Y | -18.0% | +50.6% | -68.6% | -46.5% |
| All | -18.0% | +48.8% | -66.7% | -46.5% |
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 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