+54.2%
OMC vs ACI
-42.6%
+96.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +1.6% | -5.3% | +6.9% | +2.4% |
| 30D | +15.3% | +5.0% | +10.3% | +14.4% |
| 3M | +4.5% | +7.5% | -3.0% | +3.2% |
| 6M | +20.8% | -16.0% | +36.8% | +22.7% |
| YTD | +13.5% | -20.6% | +34.2% | +15.8% |
| 1Y | +25.2% | -23.5% | +48.8% | +28.4% |
| 3Y | +30.5% | -32.1% | +62.6% | +35.4% |
| All | +54.2% | -42.6% | +96.8% | +61.0% |
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