+66.9%
OMC vs ABCL
-81.0%
+147.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.2% |
| 7D | -0.3% | +4.4% | -4.7% | -0.5% |
| 30D | +10.6% | -7.9% | +18.5% | +10.8% |
| 3M | +2.6% | +12.2% | -9.6% | +1.5% |
| 6M | +16.6% | +134.7% | -118.1% | +10.2% |
| YTD | +10.9% | +239.8% | -228.9% | +2.2% |
| 1Y | +22.1% | +192.7% | -170.6% | +13.2% |
| 3Y | +27.5% | +187.6% | -160.2% | +15.0% |
| 5Y | +50.6% | -22.6% | +73.3% | +37.2% |
| All | +66.9% | -81.0% | +147.8% | +50.2% |
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