+70.1%
OMC vs ABCL
-79.5%
+149.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.8% | +2.2% |
| 7D | +5.4% | +12.4% | -7.0% | +4.8% |
| 30D | +15.7% | -0.4% | +16.1% | +15.5% |
| 3M | +4.9% | +80.4% | -75.5% | +1.2% |
| 6M | +17.3% | +138.5% | -121.3% | +10.8% |
| YTD | +13.0% | +265.5% | -252.5% | +3.8% |
| 1Y | +24.1% | +219.7% | -195.6% | +14.7% |
| 3Y | +31.2% | +209.4% | -178.2% | +18.0% |
| 5Y | +53.4% | -15.0% | +68.4% | +39.3% |
| All | +70.1% | -79.5% | +149.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling