-8.4%
AAL vs OMC
+13.4%
-21.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.8% |
| 7D | -0.3% | -5.8% | +5.5% | +2.5% |
| 30D | -19.0% | -4.8% | -14.2% | -17.1% |
| 3M | -5.1% | +9.2% | -14.3% | -10.1% |
| 6M | +15.5% | -2.5% | +18.0% | +16.0% |
| YTD | -15.8% | +2.6% | -18.3% | -18.1% |
| 1Y | -0.3% | +5.9% | -6.3% | -6.5% |
| All | -8.4% | +13.4% | -21.8% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling