+52.4%
OMC vs ALK
-31.3%
+83.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +1.9% | -1.2% | +3.0% | +2.1% |
| 30D | +12.2% | +7.7% | +4.5% | +10.1% |
| 3M | +0.6% | -19.0% | +19.6% | +5.0% |
| 6M | +21.0% | -0.2% | +21.2% | +19.2% |
| YTD | +12.4% | -23.5% | +35.9% | +15.7% |
| 1Y | +25.4% | -9.1% | +34.5% | +22.6% |
| 3Y | +29.2% | +12.0% | +17.2% | +7.5% |
| All | +52.4% | -31.3% | +83.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling