+25.2%
OMC vs ALK
-3.2%
+28.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.3% |
| 30D | +15.3% | +7.8% | +7.5% | +14.3% |
| 3M | +4.5% | -15.2% | +19.7% | +5.0% |
| 6M | +20.8% | +5.0% | +15.7% | +20.3% |
| YTD | +13.5% | -18.4% | +31.9% | +8.5% |
| 1Y | +25.2% | -2.4% | +27.6% | +15.0% |
| All | +25.2% | -3.2% | +28.5% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling