+14.2%
OMC vs ACM
-19.8%
+34.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | -4.8% | -12.9% | +8.1% | -0.7% |
| 3M | +9.2% | -6.4% | +15.6% | +10.9% |
| 6M | -2.5% | -29.2% | +26.7% | +9.3% |
| YTD | +2.6% | -29.9% | +32.5% | +15.1% |
| 1Y | +5.9% | -47.3% | +53.2% | +32.2% |
| 3Y | +14.2% | -19.6% | +33.8% | +13.5% |
| All | +14.2% | -19.8% | +34.0% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling