-0.5%
AGG vs OMC
+24.5%
-25.0%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.8% | +0.3% |
| 7D | +0.5% | +12.5% | -12.0% | +0.2% |
| 30D | +2.4% | +16.3% | -13.9% | +2.0% |
| 3M | -1.0% | +8.1% | -9.0% | -1.2% |
| 6M | -0.9% | +17.2% | -18.1% | -1.3% |
| YTD | -0.9% | +11.8% | -12.6% | -1.2% |
| 1Y | -0.5% | +23.9% | -24.4% | -0.9% |
| All | -0.5% | +24.5% | -25.0% | -0.9% |
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