+6,472.7%
OMC vs ALK
+817.3%
+5,655.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | +15.3% | +7.8% | +7.5% | +13.1% |
| 3M | +4.5% | -15.2% | +19.7% | +8.0% |
| 6M | +20.8% | +5.0% | +15.7% | +17.8% |
| YTD | +13.5% | -18.4% | +31.9% | +15.3% |
| 1Y | +25.2% | -2.4% | +27.6% | +21.7% |
| 3Y | +30.5% | +19.8% | +10.7% | +16.2% |
| 5Y | +52.7% | -27.8% | +80.4% | +50.9% |
| 10Y | +55.2% | -42.0% | +97.2% | +50.2% |
| All | +6,472.7% | +817.3% | +5,655.4% | +2,754.4% |
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 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