+5,838.5%
OMC vs AFL
+18,542.8%
-12,704.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -5.8% | -0.7% | -5.0% | -5.5% |
| 30D | -4.8% | -7.1% | +2.3% | -2.6% |
| 3M | +9.2% | +0.4% | +8.8% | +9.1% |
| 6M | -2.5% | +4.5% | -7.0% | -4.0% |
| YTD | +2.6% | +6.1% | -3.5% | +0.4% |
| 1Y | +5.9% | +10.6% | -4.6% | +2.4% |
| 3Y | +14.2% | +64.0% | -49.8% | -3.3% |
| 5Y | +33.2% | +133.7% | -100.5% | +0.8% |
| 10Y | +33.4% | +298.0% | -264.6% | -15.1% |
| All | +5,838.5% | +18,542.8% | -12,704.3% | +1,550.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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