+31.8%
OMC vs ATI
+1,155.5%
-1,123.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.1% | +2.3% |
| 7D | -6.2% | -2.7% | -3.5% | -5.7% |
| 30D | -7.6% | -13.5% | +5.9% | -4.8% |
| 3M | +7.4% | +8.5% | -1.1% | +4.7% |
| 6M | +0.1% | +25.2% | -25.0% | -6.0% |
| YTD | +0.4% | +73.4% | -73.0% | -12.7% |
| 1Y | +7.8% | +160.5% | -152.7% | -15.1% |
| 3Y | +11.8% | +347.3% | -335.5% | -25.7% |
| 5Y | +32.5% | +1,049.0% | -1,016.5% | -32.0% |
| All | +31.8% | +1,155.5% | -1,123.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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