+2,036.7%
OMC vs ACGL
+4,853.1%
-2,816.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | 0.0% |
| 7D | +6.3% | +0.9% | +5.4% | +6.1% |
| 30D | +15.4% | +13.7% | +1.6% | +11.3% |
| 3M | +5.8% | +8.0% | -2.3% | +3.5% |
| 6M | +14.7% | +13.3% | +1.4% | +10.7% |
| YTD | +10.3% | +11.8% | -1.5% | +6.6% |
| 1Y | +23.2% | +22.2% | +1.0% | +16.2% |
| 3Y | +24.6% | +32.5% | -7.9% | +13.4% |
| 5Y | +50.1% | +160.2% | -110.1% | +12.0% |
| 10Y | +54.3% | +338.5% | -284.3% | +0.5% |
| All | +2,036.7% | +4,853.1% | -2,816.4% | +988.1% |
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