+89.2%
OMC vs JAAA
+29.3%
+59.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.4% |
| 30D | -7.5% | +0.5% | -8.0% | -8.1% |
| 3M | +4.6% | +1.2% | +3.4% | +2.9% |
| 6M | -4.8% | +2.7% | -7.6% | -8.1% |
| YTD | -1.0% | +3.2% | -4.2% | -5.0% |
| 1Y | +3.8% | +4.8% | -1.0% | -2.3% |
| 3Y | +10.2% | +19.0% | -8.8% | -4.7% |
| 5Y | +29.7% | +26.8% | +2.9% | +7.3% |
| All | +89.2% | +29.3% | +59.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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