+9.5%
OMC vs ATI
+358.3%
-348.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -4.2% | +2.4% | -6.6% | -4.5% |
| 30D | -7.5% | -9.5% | +2.0% | -6.6% |
| 3M | +4.6% | +10.4% | -5.7% | +3.0% |
| 6M | -4.8% | +31.8% | -36.6% | -8.8% |
| YTD | -1.0% | +80.0% | -81.0% | -9.2% |
| 1Y | +3.8% | +175.8% | -172.0% | -10.9% |
| All | +9.5% | +358.3% | -348.8% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling