+25.2%
OMC vs ACM
-45.3%
+70.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +1.6% | +3.0% | -1.4% | +0.8% |
| 30D | +15.3% | +19.7% | -4.3% | +10.3% |
| 3M | +4.5% | +5.3% | -0.9% | +2.6% |
| 6M | +20.8% | -10.8% | +31.5% | +22.1% |
| YTD | +13.5% | -25.1% | +38.6% | +21.5% |
| 1Y | +25.2% | -45.8% | +71.0% | +32.0% |
| All | +25.2% | -45.3% | +70.5% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling