+5,947.5%
OMC vs ALK
+839.9%
+5,107.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | -6.4% | -0.7% | -5.7% | -6.3% |
| 30D | +1.1% | -19.2% | +20.3% | +5.9% |
| 3M | +10.4% | -1.5% | +11.9% | +10.0% |
| 6M | -1.7% | -13.1% | +11.3% | -0.4% |
| YTD | +4.4% | -16.4% | +20.9% | +5.9% |
| 1Y | +8.4% | -33.1% | +41.5% | +15.2% |
| 3Y | +14.4% | +0.6% | +13.8% | +6.4% |
| 5Y | +33.9% | -26.4% | +60.3% | +32.0% |
| 10Y | +34.9% | -34.2% | +69.0% | +27.4% |
| All | +5,947.5% | +839.9% | +5,107.7% | +2,520.5% |
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