+197.1%
ABT vs OMC
+34.2%
+162.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -5.9% | -4.4% | -1.5% | -4.9% |
| 30D | -8.1% | -7.6% | -0.5% | -6.5% |
| 3M | +14.5% | +4.5% | +10.0% | +13.1% |
| 6M | -6.3% | -0.3% | -6.0% | -6.6% |
| YTD | -17.1% | -0.1% | -17.0% | -17.9% |
| 1Y | -21.4% | +4.6% | -26.0% | -23.2% |
| 3Y | +5.9% | +10.5% | -4.5% | +0.1% |
| 5Y | -12.8% | +31.7% | -44.5% | -22.9% |
| All | +197.1% | +34.2% | +162.9% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling