+93.1%
ACN vs OMC
+34.2%
+58.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.6% |
| 7D | -1.5% | -4.4% | +2.9% | +0.4% |
| 30D | +2.1% | -7.6% | +9.7% | +5.6% |
| 3M | +11.1% | +4.5% | +6.6% | +9.6% |
| 6M | -6.8% | -0.3% | -6.6% | -6.3% |
| YTD | -30.0% | -0.1% | -29.9% | -30.1% |
| 1Y | -23.1% | +4.6% | -27.8% | -25.0% |
| 3Y | -40.4% | +10.5% | -50.9% | -44.4% |
| 5Y | -41.6% | +31.7% | -73.3% | -50.6% |
| All | +93.1% | +34.2% | +58.9% | +52.8% |
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