+14.2%
OMC vs ACI
-43.5%
+57.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.3% |
| 7D | -5.8% | -2.6% | -3.2% | -5.4% |
| 30D | -4.8% | +1.1% | -5.9% | -5.0% |
| 3M | +9.2% | -23.6% | +32.9% | +12.4% |
| 6M | -2.5% | -29.9% | +27.5% | +1.3% |
| YTD | +2.6% | -26.9% | +29.4% | +5.5% |
| 1Y | +5.9% | -34.2% | +40.2% | +10.7% |
| 3Y | +14.2% | -43.6% | +57.8% | +23.3% |
| All | +14.2% | -43.5% | +57.6% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling