-27.8%
AAL vs OMC
+253.1%
-281.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +3.4% |
| 7D | -3.7% | -6.4% | +2.7% | +1.6% |
| 30D | -20.8% | +1.1% | -21.9% | -22.1% |
| 3M | -1.3% | +10.4% | -11.7% | -11.1% |
| 6M | +5.4% | -1.7% | +7.1% | +4.6% |
| YTD | -14.4% | +4.4% | -18.8% | -23.1% |
| 1Y | +2.1% | +8.4% | -6.3% | -13.1% |
| 3Y | -10.6% | +14.4% | -24.9% | -29.1% |
| 5Y | -32.2% | +33.9% | -66.1% | -55.1% |
| 10Y | -62.7% | +34.9% | -97.6% | -76.8% |
| All | -27.8% | +253.1% | -281.0% | -83.6% |
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