+56.2%
AG vs OMC
+30.5%
+25.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.8% |
| 7D | -6.7% | -4.4% | -2.4% | -5.8% |
| 30D | +2.2% | -7.6% | +9.8% | +3.9% |
| 3M | +15.7% | +4.5% | +11.2% | +13.6% |
| 6M | -23.8% | -0.3% | -23.5% | -24.3% |
| YTD | +17.6% | -0.1% | +17.8% | +15.8% |
| 1Y | +88.6% | +4.6% | +84.0% | +82.9% |
| 3Y | +253.4% | +10.5% | +243.0% | +228.7% |
| All | +56.2% | +30.5% | +25.7% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling