+94.7%
OMC vs ACI
+25.9%
+68.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | +1.1% | +5.9% | -4.8% | +0.4% |
| 3M | +10.4% | -19.8% | +30.2% | +12.7% |
| 6M | -1.7% | -24.7% | +23.0% | +0.8% |
| YTD | +4.4% | -24.4% | +28.8% | +6.9% |
| 1Y | +8.4% | -31.5% | +39.9% | +12.1% |
| 3Y | +14.4% | -38.7% | +53.1% | +19.2% |
| 5Y | +33.9% | -42.8% | +76.7% | +38.7% |
| All | +94.7% | +25.9% | +68.8% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling