+37,168.6%
ADI vs OMC
+5,896.1%
+31,272.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | +2.4% | -5.8% | +8.2% | +5.3% |
| 30D | -6.6% | -4.8% | -1.7% | -4.6% |
| 3M | -9.8% | +9.2% | -19.0% | -15.1% |
| 6M | +15.7% | -2.5% | +18.2% | +14.6% |
| YTD | +35.1% | +2.6% | +32.6% | +28.2% |
| 1Y | +47.7% | +5.9% | +41.8% | +36.4% |
| 3Y | +114.5% | +14.2% | +100.3% | +88.4% |
| 5Y | +141.2% | +33.2% | +108.0% | +91.1% |
| 10Y | +611.3% | +33.4% | +577.9% | +424.1% |
| All | +37,168.6% | +5,896.1% | +31,272.5% | +6,797.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling