+55.2%
OMC vs ALC
+32.2%
+23.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +5.4% | +2.1% | +3.3% | +4.5% |
| 30D | +15.7% | +17.2% | -1.5% | +8.6% |
| 3M | +4.9% | +4.6% | +0.3% | +2.9% |
| 6M | +17.3% | +20.1% | -2.8% | +8.8% |
| YTD | +13.0% | -4.2% | +17.2% | +14.1% |
| 1Y | +24.1% | +2.1% | +22.0% | +22.0% |
| 3Y | +31.2% | +4.5% | +26.8% | +24.7% |
| 5Y | +53.4% | -12.3% | +65.7% | +54.0% |
| All | +55.2% | +32.2% | +23.1% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling