+3.8%
OMC vs ALC
-14.0%
+17.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | -4.2% | -5.3% | +1.0% | -2.0% |
| 30D | -7.5% | -7.1% | -0.4% | -4.7% |
| 3M | +4.6% | +0.8% | +3.9% | +4.3% |
| 6M | -4.8% | -16.0% | +11.1% | +1.9% |
| YTD | -1.0% | -12.7% | +11.7% | +4.6% |
| 1Y | +3.8% | -12.8% | +16.7% | +8.9% |
| All | +3.8% | -14.0% | +17.8% | +8.9% |
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