+256.7%
OMC vs ATI
+957.9%
-701.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.1% |
| 7D | +1.9% | +4.2% | -2.3% | +0.9% |
| 30D | +12.2% | -2.5% | +14.7% | +12.2% |
| 3M | +0.6% | -19.4% | +20.0% | +4.4% |
| 6M | +21.0% | +11.1% | +9.9% | +16.5% |
| YTD | +12.4% | +59.5% | -47.2% | -0.7% |
| 1Y | +25.4% | +85.8% | -60.3% | +7.3% |
| 3Y | +29.2% | +311.9% | -282.7% | -10.6% |
| 5Y | +52.6% | +963.2% | -910.6% | -16.3% |
| 10Y | +53.6% | +977.6% | -924.0% | -25.9% |
| All | +256.7% | +957.9% | -701.2% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling