+8.4%
OMC vs AR
+22.7%
-14.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -6.4% | +2.5% | -8.9% | -6.4% |
| 30D | +1.1% | +14.8% | -13.7% | +1.1% |
| 3M | +10.4% | +6.2% | +4.2% | +10.6% |
| 6M | -1.7% | +4.3% | -6.0% | -1.7% |
| YTD | +4.4% | +14.4% | -9.9% | +4.2% |
| 1Y | +8.4% | +21.3% | -12.9% | +9.1% |
| All | +8.4% | +22.7% | -14.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling