+2,361.1%
ACN vs OMC
+292.9%
+2,068.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.0% | +1.6% | -5.6% | -4.8% |
| 30D | +19.0% | +15.3% | +3.7% | +11.1% |
| 3M | +42.2% | +4.5% | +37.7% | +39.2% |
| 6M | +50.1% | +20.8% | +29.4% | +38.0% |
| YTD | -2.7% | +13.5% | -16.2% | -8.7% |
| 1Y | +7.6% | +25.2% | -17.7% | -3.9% |
| 3Y | -15.9% | +30.5% | -46.3% | -28.3% |
| 5Y | -24.4% | +52.7% | -77.0% | -41.7% |
| 10Y | +151.4% | +55.2% | +96.2% | +79.3% |
| All | +2,361.1% | +292.9% | +2,068.3% | +775.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling