+33.4%
OMC vs ACGL
+263.8%
-230.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.7% |
| 7D | -5.8% | -2.9% | -2.8% | -4.4% |
| 30D | -4.8% | -2.8% | -2.0% | -3.5% |
| 3M | +9.2% | +6.8% | +2.4% | +6.0% |
| 6M | -2.5% | -1.5% | -0.9% | -2.0% |
| YTD | +2.6% | -0.2% | +2.8% | +2.1% |
| 1Y | +5.9% | +5.3% | +0.7% | +2.6% |
| 3Y | +14.2% | +30.3% | -16.1% | -4.2% |
| 5Y | +33.2% | +151.8% | -118.6% | -24.1% |
| 10Y | +33.4% | +266.9% | -233.4% | -37.7% |
| All | +33.4% | +263.8% | -230.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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