+117.1%
OMC vs ALM
+3,525.2%
-3,408.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.6% | -7.2% | +8.7% | +1.6% |
| 30D | +15.3% | -26.4% | +41.7% | +15.4% |
| 3M | +4.5% | -38.6% | +43.1% | +4.6% |
| 6M | +20.8% | -61.0% | +81.8% | +21.0% |
| YTD | +13.5% | -7.4% | +20.9% | +13.4% |
| 1Y | +25.2% | +14.0% | +11.3% | +25.1% |
| 3Y | +30.5% | +844.4% | -814.0% | +29.5% |
| 5Y | +52.7% | +410.8% | -358.1% | +51.6% |
| 10Y | +55.2% | +2,084.7% | -2,029.5% | +53.5% |
| All | +117.1% | +3,525.2% | -3,408.2% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling