+49.6%
OMC vs ABCL
-21.8%
+71.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.6% | -1.2% |
| 7D | +6.3% | -3.2% | +9.5% | +6.4% |
| 30D | +15.4% | -7.4% | +22.8% | +15.6% |
| 3M | +5.8% | +81.9% | -76.2% | +0.2% |
| 6M | +14.7% | +135.7% | -121.0% | +5.5% |
| YTD | +10.3% | +247.4% | -237.1% | -2.4% |
| 1Y | +23.2% | +162.3% | -139.0% | +11.3% |
| 3Y | +24.6% | +165.5% | -140.9% | +7.5% |
| All | +49.6% | -21.8% | +71.4% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling