+6.0%
OMC vs AS
+134.9%
-128.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +6.3% | +6.9% | -0.6% | +5.3% |
| 30D | +15.4% | +16.0% | -0.6% | +13.0% |
| 3M | +5.8% | -12.8% | +18.6% | +7.5% |
| 6M | +14.7% | -15.4% | +30.0% | +16.8% |
| YTD | +10.3% | -15.7% | +26.0% | +12.2% |
| 1Y | +23.2% | +6.1% | +17.2% | +21.9% |
| All | +6.0% | +134.9% | -128.8% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling