+1,630.9%
ADM vs OMC
+6,469.3%
-4,838.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.3% |
| 7D | +4.2% | +1.9% | +2.3% | +3.6% |
| 30D | -12.8% | +12.2% | -25.0% | -15.9% |
| 3M | -8.5% | +0.6% | -9.1% | -9.0% |
| 6M | -10.9% | +21.0% | -31.9% | -16.7% |
| YTD | +29.4% | +12.4% | +17.1% | +22.5% |
| 1Y | +27.5% | +25.4% | +2.1% | +16.5% |
| 3Y | +10.3% | +29.2% | -18.8% | -1.8% |
| 5Y | +27.4% | +52.6% | -25.2% | +5.3% |
| 10Y | +134.6% | +53.6% | +80.9% | +87.7% |
| All | +1,630.9% | +6,469.3% | -4,838.4% | +601.5% |
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