+8.4%
OMC vs A
+21.7%
-13.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -6.4% | -1.9% | -4.5% | -6.2% |
| 30D | +1.1% | +6.9% | -5.8% | +0.3% |
| 3M | +10.4% | +9.2% | +1.2% | +9.3% |
| 6M | -1.7% | +25.7% | -27.4% | -4.6% |
| YTD | +4.4% | +11.5% | -7.1% | +3.2% |
| 1Y | +8.4% | +18.4% | -9.9% | +8.6% |
| All | +8.4% | +21.7% | -13.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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