+5.9%
OMC vs AAOX
-58.1%
+64.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -3.9% | -0.5% |
| 7D | -4.4% | -1.4% | -3.0% | -4.4% |
| 30D | -7.6% | -49.0% | +41.4% | -8.1% |
| 3M | +4.5% | -77.3% | +81.8% | +4.9% |
| All | +5.9% | -58.1% | +64.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling