+62.6%
ADM vs OMC
+32.6%
+29.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -0.1% | -5.8% | +5.7% | +1.2% |
| 30D | +11.0% | -4.8% | +15.8% | +12.0% |
| 3M | +6.0% | +9.2% | -3.2% | +3.2% |
| 6M | +26.9% | -2.5% | +29.4% | +26.8% |
| YTD | +50.0% | +2.6% | +47.5% | +47.3% |
| 1Y | +39.6% | +5.9% | +33.6% | +35.5% |
| 3Y | +18.5% | +14.2% | +4.3% | +10.6% |
| 5Y | +62.6% | +33.2% | +29.3% | +38.2% |
| All | +62.6% | +32.6% | +29.9% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling