+201.1%
OMC vs ACM
+252.7%
-51.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +6.8% | +6.6% | +0.2% | +4.4% |
| 30D | +16.2% | +19.8% | -3.6% | +8.9% |
| 3M | +6.0% | -3.1% | +9.2% | +6.6% |
| 6M | +17.7% | -11.5% | +29.2% | +21.5% |
| YTD | +13.5% | -24.7% | +38.1% | +23.6% |
| 1Y | +27.2% | -45.1% | +72.3% | +54.4% |
| 3Y | +30.4% | -8.9% | +39.3% | +30.6% |
| 5Y | +53.5% | +5.4% | +48.1% | +44.7% |
| 10Y | +57.0% | +131.1% | -74.1% | +7.1% |
| All | +201.1% | +252.7% | -51.6% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling