+1,923.1%
OMC vs ACGL
+4,429.2%
-2,506.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | -6.4% | -0.7% | -5.7% | -6.2% |
| 30D | +1.1% | -1.0% | +2.1% | +1.4% |
| 3M | +10.4% | +11.0% | -0.6% | +7.3% |
| 6M | -1.7% | -0.3% | -1.4% | -1.7% |
| YTD | +4.4% | +2.3% | +2.2% | +3.5% |
| 1Y | +8.4% | +6.4% | +2.1% | +6.2% |
| 3Y | +14.4% | +34.0% | -19.6% | +3.5% |
| 5Y | +33.9% | +161.6% | -127.8% | -0.2% |
| 10Y | +34.9% | +278.6% | -243.7% | -8.9% |
| All | +1,923.1% | +4,429.2% | -2,506.1% | +956.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling