+218.1%
AA vs OMC
+6,384.1%
-6,166.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.2% |
| 7D | +5.3% | -0.3% | +5.6% | +5.5% |
| 30D | -2.3% | +10.6% | -12.9% | -7.8% |
| 3M | -20.8% | +2.6% | -23.4% | -22.7% |
| 6M | -39.8% | +16.6% | -56.4% | -45.8% |
| YTD | -23.3% | +10.9% | -34.2% | -31.1% |
| 1Y | +1.8% | +22.1% | -20.2% | -13.7% |
| 3Y | +69.5% | +27.5% | +42.1% | +37.7% |
| 5Y | -18.0% | +50.6% | -68.6% | -39.8% |
| 10Y | +45.7% | +51.7% | -6.0% | +7.9% |
| All | +218.1% | +6,384.1% | -6,166.1% | -8.0% |
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 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