+23.7%
OMC vs ALLE
+12.4%
+11.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +6.3% | -0.6% | +6.9% | +6.5% |
| 30D | +15.4% | +25.3% | -10.0% | +9.5% |
| 3M | +5.8% | +10.3% | -4.5% | +3.1% |
| 6M | +14.7% | +38.0% | -23.4% | +7.3% |
| YTD | +10.3% | +17.8% | -7.5% | +4.8% |
| All | +23.7% | +12.4% | +11.3% | +18.4% |
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