+30.4%
OMC vs ACM
-7.4%
+37.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +6.8% | +6.6% | +0.2% | +4.5% |
| 30D | +16.2% | +19.8% | -3.6% | +9.3% |
| 3M | +6.0% | -3.1% | +9.2% | +6.4% |
| 6M | +17.7% | -11.5% | +29.2% | +21.3% |
| YTD | +13.5% | -24.7% | +38.1% | +23.9% |
| 1Y | +27.2% | -45.1% | +72.3% | +57.1% |
| 3Y | +30.4% | -8.9% | +39.3% | +24.0% |
| All | +30.4% | -7.4% | +37.8% | +24.0% |
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 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