+152.3%
ACN vs OMC
+53.0%
+99.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -3.8% | +1.9% | -5.7% | -4.7% |
| 30D | +16.5% | +12.2% | +4.3% | +10.6% |
| 3M | +41.5% | +0.6% | +40.9% | +41.1% |
| 6M | +60.1% | +21.0% | +39.1% | +48.1% |
| YTD | -3.9% | +12.4% | -16.3% | -8.8% |
| 1Y | +4.1% | +25.4% | -21.3% | -5.9% |
| 3Y | -15.9% | +29.2% | -45.0% | -26.7% |
| 5Y | -26.3% | +52.6% | -78.9% | -41.5% |
| All | +152.3% | +53.0% | +99.3% | +85.5% |
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