+18.7%
ADM vs OMC
+14.9%
+3.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +3.8% | -6.4% | +10.2% | +5.1% |
| 30D | +9.8% | +1.1% | +8.6% | +9.2% |
| 3M | +2.1% | +10.4% | -8.3% | -0.7% |
| 6M | +27.5% | -1.7% | +29.2% | +27.2% |
| YTD | +50.2% | +4.4% | +45.8% | +47.2% |
| 1Y | +40.6% | +8.4% | +32.1% | +35.9% |
| All | +18.7% | +14.9% | +3.7% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling