+24.6%
OMC vs ALLE
+88.9%
-64.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +6.3% | -0.6% | +6.9% | +6.6% |
| 30D | +15.4% | +25.3% | -10.0% | +5.2% |
| 3M | +5.8% | +10.3% | -4.5% | +1.5% |
| 6M | +14.7% | +38.0% | -23.4% | 0.0% |
| YTD | +10.3% | +17.8% | -7.5% | +2.3% |
| 1Y | +23.2% | +13.6% | +9.6% | +16.4% |
| 3Y | +24.6% | +89.2% | -64.6% | -8.4% |
| All | +24.6% | +88.9% | -64.3% | -8.4% |
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 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