+9.1%
OMC vs AS
+137.8%
-128.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | +6.8% | +4.5% | +2.3% | +6.2% |
| 30D | +16.2% | +13.2% | +2.9% | +14.2% |
| 3M | +6.0% | -11.9% | +17.9% | +7.6% |
| 6M | +17.7% | -11.6% | +29.3% | +19.2% |
| YTD | +13.5% | -14.7% | +28.2% | +15.2% |
| 1Y | +27.2% | +5.7% | +21.5% | +25.8% |
| All | +9.1% | +137.8% | -128.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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