+57.0%
OMC vs ALLY
+182.8%
-125.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | +6.8% | -0.7% | +7.5% | +7.1% |
| 30D | +16.2% | +1.1% | +15.0% | +15.7% |
| 3M | +6.0% | -13.2% | +19.2% | +11.3% |
| 6M | +17.7% | -13.5% | +31.2% | +23.5% |
| YTD | +13.5% | -14.3% | +27.7% | +18.8% |
| 1Y | +27.2% | -1.1% | +28.3% | +26.5% |
| 3Y | +30.4% | +62.0% | -31.6% | +5.0% |
| 5Y | +53.5% | -9.6% | +63.1% | +47.2% |
| 10Y | +57.0% | +176.0% | -119.0% | -4.6% |
| All | +57.0% | +182.8% | -125.8% | -4.6% |
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