-2.6%
AGG vs OMC
+30.5%
-33.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -1.1% | -4.4% | +3.3% | -1.0% |
| 30D | -1.1% | -7.6% | +6.5% | -1.0% |
| 3M | -1.9% | +4.5% | -6.5% | -2.1% |
| 6M | -1.7% | -0.3% | -1.5% | -1.8% |
| YTD | -1.3% | -0.1% | -1.2% | -1.4% |
| 1Y | -0.7% | +4.6% | -5.4% | -1.0% |
| 3Y | +12.5% | +10.5% | +2.0% | +11.9% |
| All | -2.6% | +30.5% | -33.1% | -3.4% |
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