+31.1%
OMC vs AGI
+392.3%
-361.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -4.4% | -2.7% | -1.6% | -4.3% |
| 30D | -7.6% | +7.2% | -14.8% | -7.8% |
| 3M | +4.5% | +4.3% | +0.3% | +4.4% |
| 6M | -0.3% | -27.1% | +26.8% | +0.3% |
| YTD | -0.1% | -6.6% | +6.5% | -0.1% |
| 1Y | +4.6% | +9.5% | -4.9% | +4.3% |
| 3Y | +10.5% | +208.4% | -198.0% | +7.5% |
| 5Y | +31.7% | +401.6% | -369.9% | +27.3% |
| All | +31.1% | +392.3% | -361.3% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling