-43.0%
ACN vs OMC
+9.5%
-52.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.2% |
| 7D | -6.3% | -4.2% | -2.1% | -4.4% |
| 30D | -1.4% | -7.5% | +6.1% | +2.1% |
| 3M | +2.6% | +4.6% | -2.1% | +1.3% |
| 6M | -14.3% | -4.8% | -9.5% | -12.5% |
| YTD | -33.1% | -1.0% | -32.1% | -32.6% |
| 1Y | -28.8% | +3.8% | -32.6% | -29.6% |
| All | -43.0% | +9.5% | -52.5% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling