+32.3%
OMC vs ACM
+124.8%
-92.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.3% |
| 7D | -4.2% | -3.7% | -0.6% | -2.8% |
| 30D | -7.5% | -12.7% | +5.2% | -3.0% |
| 3M | +4.6% | -9.8% | +14.4% | +8.2% |
| 6M | -4.8% | -31.4% | +26.6% | +9.2% |
| YTD | -1.0% | -32.1% | +31.1% | +13.7% |
| 1Y | +3.8% | -47.8% | +51.7% | +31.7% |
| 3Y | +10.2% | -22.1% | +32.3% | +16.8% |
| 5Y | +29.7% | +1.8% | +27.9% | +21.4% |
| 10Y | +32.3% | +132.5% | -100.2% | -8.1% |
| All | +32.3% | +124.8% | -92.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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