+5,838.5%
OMC vs AIG
-23.1%
+5,861.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -5.8% | -1.6% | -4.2% | -5.5% |
| 30D | -4.8% | -5.2% | +0.4% | -3.8% |
| 3M | +9.2% | +1.5% | +7.8% | +8.9% |
| 6M | -2.5% | -3.9% | +1.4% | -1.7% |
| YTD | +2.6% | -11.6% | +14.2% | +4.8% |
| 1Y | +5.9% | -2.9% | +8.9% | +6.2% |
| 3Y | +14.2% | +33.7% | -19.5% | +7.3% |
| 5Y | +33.2% | +52.7% | -19.4% | +21.7% |
| 10Y | +33.4% | +62.6% | -29.2% | +16.6% |
| All | +5,838.5% | -23.1% | +5,861.6% | +4,131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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