+291.9%
AA vs OMC
+6,006.3%
-5,714.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.8% |
| 7D | -0.7% | -6.4% | +5.7% | +2.7% |
| 30D | +5.0% | +1.1% | +3.9% | +4.0% |
| 3M | -35.8% | +10.4% | -46.2% | -40.0% |
| 6M | -18.4% | -1.7% | -16.7% | -19.1% |
| YTD | -5.5% | +4.4% | -9.9% | -11.7% |
| 1Y | +61.0% | +8.4% | +52.5% | +45.2% |
| 3Y | +66.2% | +14.4% | +51.8% | +44.4% |
| 5Y | +11.4% | +33.9% | -22.5% | -12.1% |
| 10Y | +116.9% | +34.9% | +82.0% | +71.7% |
| All | +291.9% | +6,006.3% | -5,714.4% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling