-23.2%
ALNY vs OMC
-3.6%
-19.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.5% | -4.6% |
| 7D | -6.4% | -6.2% | -0.2% | -4.1% |
| 30D | +11.9% | -7.6% | +19.5% | +14.9% |
| 3M | -15.0% | +7.4% | -22.4% | -16.5% |
| 6M | -23.2% | +0.1% | -23.4% | -20.2% |
| All | -23.2% | -3.6% | -19.6% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling