+32.3%
OMC vs ALLY
+178.1%
-145.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.1% |
| 7D | -4.2% | -1.9% | -2.3% | -3.6% |
| 30D | -7.5% | -4.5% | -3.0% | -6.1% |
| 3M | +4.6% | -2.8% | +7.5% | +5.6% |
| 6M | -4.8% | +10.3% | -15.2% | -8.5% |
| YTD | -1.0% | -5.7% | +4.7% | +0.3% |
| 1Y | +3.8% | +3.9% | -0.1% | +1.2% |
| 3Y | +10.2% | +64.7% | -54.5% | -11.9% |
| 5Y | +29.7% | -2.6% | +32.3% | +21.0% |
| 10Y | +32.3% | +186.0% | -153.7% | -18.3% |
| All | +32.3% | +178.1% | -145.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling