+33.9%
AAPL vs OMC
+9.8%
+24.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.3% |
| 7D | +0.1% | -6.4% | +6.5% | +0.6% |
| 30D | +3.0% | +1.1% | +1.9% | +2.9% |
| 3M | +2.9% | +10.4% | -7.5% | +2.4% |
| 6M | +22.1% | -1.7% | +23.8% | +21.7% |
| YTD | +18.0% | +4.4% | +13.6% | +18.4% |
| 1Y | +33.9% | +8.4% | +25.5% | +33.7% |
| All | +33.9% | +9.8% | +24.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling