+29.7%
OMC vs ACI
-43.7%
+73.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.2% |
| 7D | -4.2% | -5.0% | +0.8% | -3.5% |
| 30D | -7.5% | -2.3% | -5.2% | -7.2% |
| 3M | +4.6% | -23.2% | +27.8% | +7.7% |
| 6M | -4.8% | -29.5% | +24.6% | -1.2% |
| YTD | -1.0% | -28.6% | +27.6% | +2.4% |
| 1Y | +3.8% | -34.0% | +37.9% | +8.4% |
| 3Y | +10.2% | -45.0% | +55.2% | +17.2% |
| 5Y | +29.7% | -44.0% | +73.7% | +36.8% |
| All | +29.7% | -43.7% | +73.4% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling