+70.7%
OMC vs ABCL
-79.6%
+150.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +6.8% | +2.3% | +4.5% | +6.7% |
| 30D | +16.2% | -0.7% | +16.8% | +16.0% |
| 3M | +6.0% | +33.4% | -27.4% | +4.1% |
| 6M | +17.7% | +137.8% | -120.1% | +11.2% |
| YTD | +13.5% | +264.3% | -250.9% | +4.2% |
| 1Y | +27.2% | +209.2% | -182.0% | +17.7% |
| 3Y | +30.4% | +208.4% | -178.0% | +17.3% |
| 5Y | +53.5% | -11.9% | +65.4% | +39.6% |
| All | +70.7% | -79.6% | +150.3% | +53.2% |
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