+33.4%
OMC vs ALK
-38.6%
+72.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.9% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -4.8% | -18.5% | +13.6% | +0.9% |
| 3M | +9.2% | -3.6% | +12.8% | +9.2% |
| 6M | -2.5% | -3.7% | +1.2% | -3.8% |
| YTD | +2.6% | -19.0% | +21.6% | +5.1% |
| 1Y | +5.9% | -36.0% | +42.0% | +16.5% |
| 3Y | +14.2% | +2.3% | +11.9% | +0.2% |
| 5Y | +33.2% | -27.8% | +61.0% | +28.9% |
| 10Y | +33.4% | -39.0% | +72.4% | +12.7% |
| All | +33.4% | -38.6% | +72.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling