+8.4%
OMC vs ALLE
-5.8%
+14.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | +1.1% | -6.8% | +7.9% | +2.9% |
| 3M | +10.4% | +21.0% | -10.6% | +5.7% |
| 6M | -1.7% | +1.1% | -2.8% | -1.0% |
| YTD | +4.4% | -0.5% | +5.0% | +3.6% |
| 1Y | +8.4% | -7.3% | +15.7% | +10.2% |
| All | +8.4% | -5.8% | +14.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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