+8.4%
OMC vs ALC
-10.2%
+18.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.6% |
| 7D | -6.4% | -2.1% | -4.3% | -5.6% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | +10.4% | +5.9% | +4.5% | +7.9% |
| 6M | -1.7% | -15.9% | +14.2% | +5.5% |
| YTD | +4.4% | -10.1% | +14.5% | +9.0% |
| 1Y | +8.4% | -10.2% | +18.7% | +12.8% |
| All | +8.4% | -10.2% | +18.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling