+9.1%
OMC vs AS
+131.9%
-122.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.4% |
| 7D | +1.6% | -3.0% | +4.6% | +2.0% |
| 30D | +15.3% | +9.6% | +5.8% | +13.9% |
| 3M | +4.5% | -8.2% | +12.7% | +5.5% |
| 6M | +20.8% | -9.9% | +30.7% | +22.0% |
| YTD | +13.5% | -16.8% | +30.3% | +15.6% |
| 1Y | +25.2% | +3.0% | +22.3% | +24.3% |
| All | +9.1% | +131.9% | -122.8% | -2.6% |
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