+87.2%
OMC vs ACI
+17.4%
+69.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.6% |
| 7D | -6.2% | -7.1% | +0.8% | -5.4% |
| 30D | -7.6% | -4.5% | -3.1% | -7.0% |
| 3M | +7.4% | -22.3% | +29.7% | +10.1% |
| 6M | +0.1% | -28.4% | +28.6% | +3.4% |
| YTD | +0.4% | -29.5% | +29.9% | +3.7% |
| 1Y | +7.8% | -34.2% | +42.0% | +12.0% |
| 3Y | +11.8% | -45.7% | +57.5% | +18.1% |
| 5Y | +32.5% | -40.8% | +73.2% | +37.4% |
| All | +87.2% | +17.4% | +69.8% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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