+366.2%
OMC vs AGI
+5,381.0%
-5,014.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -5.8% | +4.4% | -10.1% | -5.9% |
| 30D | -4.8% | +10.0% | -14.8% | -5.2% |
| 3M | +9.2% | +1.7% | +7.5% | +9.0% |
| 6M | -2.5% | -26.8% | +24.3% | -1.7% |
| YTD | +2.6% | -5.3% | +7.9% | +2.4% |
| 1Y | +5.9% | +11.5% | -5.5% | +5.1% |
| 3Y | +14.2% | +212.9% | -198.7% | +8.9% |
| 5Y | +33.2% | +388.8% | -355.5% | +24.7% |
| 10Y | +33.4% | +383.6% | -350.2% | +22.4% |
| All | +366.2% | +5,381.0% | -5,014.8% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling