+29.2%
OMC vs ALLE
+94.0%
-64.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | +1.9% | +3.6% | -1.7% | +0.4% |
| 30D | +12.2% | +25.9% | -13.7% | +2.2% |
| 3M | +0.6% | +15.8% | -15.2% | -5.3% |
| 6M | +21.0% | +48.1% | -27.1% | +2.5% |
| YTD | +12.4% | +22.0% | -9.6% | +2.7% |
| 1Y | +25.4% | +18.0% | +7.4% | +16.6% |
| 3Y | +29.2% | +93.1% | -63.9% | -4.0% |
| All | +29.2% | +94.0% | -64.8% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling