+48.2%
OMC vs ALK
-45.1%
+93.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -0.9% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | +10.6% | +3.3% | +7.4% | +9.3% |
| 3M | +2.6% | -17.6% | +20.2% | +7.9% |
| 6M | +16.6% | +0.8% | +15.8% | +14.0% |
| YTD | +10.9% | -22.4% | +33.3% | +14.6% |
| 1Y | +22.1% | -10.1% | +32.1% | +19.7% |
| 3Y | +27.5% | +14.0% | +13.5% | +6.8% |
| 5Y | +50.6% | -29.8% | +80.4% | +46.5% |
| All | +48.2% | -45.1% | +93.3% | +32.1% |
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