+66.5%
AG vs OMC
+35.0%
+31.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -5.2% |
| 7D | -5.8% | -6.2% | +0.4% | -4.4% |
| 30D | +6.4% | -7.6% | +13.9% | +8.1% |
| 3M | +28.4% | +7.4% | +21.0% | +25.5% |
| 6M | -24.5% | +0.1% | -24.6% | -25.0% |
| YTD | +21.2% | +0.4% | +20.8% | +19.6% |
| 1Y | +114.1% | +7.8% | +106.3% | +107.1% |
| 3Y | +268.0% | +11.8% | +256.2% | +247.3% |
| 5Y | +67.3% | +32.5% | +34.9% | +48.5% |
| All | +66.5% | +35.0% | +31.5% | +43.0% |
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