+33.2%
OMC vs ACM
+4.8%
+28.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | +9.2% | -6.4% | +15.6% | +11.2% |
| 6M | -2.5% | -29.2% | +26.7% | +10.8% |
| YTD | +2.6% | -29.9% | +32.5% | +16.6% |
| 1Y | +5.9% | -47.3% | +53.2% | +35.3% |
| 3Y | +14.2% | -19.6% | +33.8% | +17.1% |
| 5Y | +33.2% | +5.5% | +27.7% | +19.3% |
| All | +33.2% | +4.8% | +28.5% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling