+1,545.4%
ADM vs OMC
+6,533.5%
-4,988.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.8% | +6.8% | -8.7% | -3.8% |
| 30D | -13.3% | +16.2% | -29.4% | -17.2% |
| 3M | -13.4% | +6.0% | -19.4% | -15.2% |
| 6M | -9.6% | +17.7% | -27.3% | -14.9% |
| YTD | +23.0% | +13.5% | +9.6% | +16.1% |
| 1Y | +27.4% | +27.2% | +0.2% | +15.8% |
| 3Y | +5.7% | +30.4% | -24.7% | -6.2% |
| 5Y | +22.1% | +53.5% | -31.4% | +0.8% |
| 10Y | +106.0% | +57.0% | +49.0% | +63.7% |
| All | +1,545.4% | +6,533.5% | -4,988.1% | +565.0% |
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