+32.3%
OMC vs ALM
+3,082.3%
-3,050.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.4% |
| 7D | -4.2% | +3.6% | -7.8% | -4.3% |
| 30D | -7.5% | +33.8% | -41.3% | -7.9% |
| 3M | +4.6% | +14.8% | -10.1% | +4.3% |
| 6M | -4.8% | -7.0% | +2.1% | -5.0% |
| YTD | -1.0% | +108.1% | -109.1% | -2.5% |
| 1Y | +3.8% | +313.8% | -309.9% | +0.9% |
| 3Y | +10.2% | +2,227.6% | -2,217.4% | +2.7% |
| 5Y | +29.7% | +956.6% | -926.9% | +21.8% |
| 10Y | +32.3% | +3,082.3% | -3,050.0% | +22.0% |
| All | +32.3% | +3,082.3% | -3,050.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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