+94.3%
AG vs OMC
+7.6%
+86.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -5.1% |
| 7D | -5.8% | -6.2% | +0.4% | -4.8% |
| 30D | +6.4% | -7.6% | +13.9% | +7.6% |
| 3M | +28.4% | +7.4% | +21.0% | +25.4% |
| 6M | -24.5% | +0.1% | -24.6% | -25.0% |
| YTD | +21.2% | +0.4% | +20.8% | +15.2% |
| All | +94.3% | +7.6% | +86.7% | +82.7% |
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