+6,287.0%
OMC vs ALK
+770.6%
+5,516.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +6.3% | +9.0% | -2.8% | +4.2% |
| 30D | +15.4% | -1.6% | +17.0% | +15.6% |
| 3M | +5.8% | -23.2% | +28.9% | +11.8% |
| 6M | +14.7% | -3.9% | +18.5% | +14.2% |
| YTD | +10.3% | -22.6% | +32.9% | +13.4% |
| 1Y | +23.2% | -5.3% | +28.6% | +20.6% |
| 3Y | +24.6% | +18.6% | +6.0% | +11.2% |
| 5Y | +50.1% | -34.4% | +84.5% | +51.6% |
| 10Y | +54.3% | -40.8% | +95.1% | +48.9% |
| All | +6,287.0% | +770.6% | +5,516.5% | +2,708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling