+29.2%
OMC vs ACGL
+33.8%
-4.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +1.9% | +2.2% | -0.3% | +1.2% |
| 30D | +12.2% | +12.3% | -0.1% | +8.6% |
| 3M | +0.6% | +11.8% | -11.2% | -2.5% |
| 6M | +21.0% | +17.5% | +3.6% | +16.1% |
| YTD | +12.4% | +14.3% | -1.9% | +8.1% |
| 1Y | +25.4% | +18.2% | +7.3% | +19.7% |
| 3Y | +29.2% | +33.2% | -4.0% | +28.4% |
| All | +29.2% | +33.8% | -4.6% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling