+99.7%
OMC vs ALM
+7,705.7%
-7,606.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | -6.4% | -2.6% | -3.8% | -6.4% |
| 30D | +1.1% | +32.0% | -30.9% | +1.0% |
| 3M | +10.4% | -15.0% | +25.4% | +10.4% |
| 6M | -1.7% | -10.1% | +8.4% | -1.7% |
| YTD | +4.4% | +99.4% | -95.0% | +4.2% |
| 1Y | +8.4% | +316.4% | -307.9% | +8.0% |
| 3Y | +14.4% | +2,022.0% | -2,007.6% | +13.4% |
| 5Y | +33.9% | +941.2% | -907.3% | +32.8% |
| 10Y | +34.9% | +2,950.3% | -2,915.5% | +33.2% |
| All | +99.7% | +7,705.7% | -7,606.0% | +95.2% |
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