-25.3%
ACN vs OMC
+5.7%
-31.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.4% |
| 7D | -7.9% | -6.2% | -1.6% | -4.5% |
| 30D | -1.1% | -7.6% | +6.5% | +3.2% |
| 3M | +5.6% | +7.4% | -1.8% | +2.7% |
| 6M | -9.9% | +0.1% | -10.1% | -10.3% |
| YTD | -32.3% | +0.4% | -32.8% | -31.7% |
| 1Y | -25.3% | +7.8% | -33.1% | -25.9% |
| All | -25.3% | +5.7% | -31.0% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling