+5.9%
OMC vs ACGL
+2.4%
+3.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.9% |
| 7D | -5.8% | -2.9% | -2.8% | -4.7% |
| 30D | -4.8% | -2.8% | -2.0% | -3.8% |
| 3M | +9.2% | +6.8% | +2.4% | +8.7% |
| 6M | -2.5% | -1.5% | -0.9% | -1.7% |
| YTD | +2.6% | -0.2% | +2.8% | +2.5% |
| 1Y | +5.9% | +5.3% | +0.7% | +3.2% |
| All | +5.9% | +2.4% | +3.6% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling