+79.6%
OMC vs ALLE
+260.9%
-181.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | +1.1% | -6.8% | +7.9% | +4.6% |
| 3M | +10.4% | +21.0% | -10.6% | -0.4% |
| 6M | -1.7% | +1.1% | -2.8% | -3.4% |
| YTD | +4.4% | -0.5% | +5.0% | +3.0% |
| 1Y | +8.4% | -7.3% | +15.7% | +10.7% |
| 3Y | +14.4% | +42.3% | -27.9% | -7.8% |
| 5Y | +33.9% | +13.5% | +20.4% | +18.6% |
| 10Y | +34.9% | +144.0% | -109.2% | -17.7% |
| All | +79.6% | +260.9% | -181.2% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling