-26.8%
AAL vs OMC
+275.0%
-301.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -3.6% |
| 7D | +2.9% | -0.3% | +3.2% | +3.4% |
| 30D | +6.5% | +10.6% | -4.2% | -2.4% |
| 3M | -10.9% | +2.6% | -13.5% | -13.6% |
| 6M | +4.9% | +16.6% | -11.7% | -10.7% |
| YTD | -13.2% | +10.9% | -24.1% | -26.2% |
| 1Y | -1.1% | +22.1% | -23.2% | -23.8% |
| 3Y | +12.8% | +27.5% | -14.7% | -19.2% |
| 5Y | -34.4% | +50.6% | -85.0% | -61.0% |
| 10Y | -67.9% | +51.7% | -119.6% | -82.2% |
| All | -26.8% | +275.0% | -301.8% | -84.3% |
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 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