+319.9%
ADP vs OMC
+53.0%
+266.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.2% |
| 7D | +2.2% | +1.9% | +0.3% | +1.4% |
| 30D | +10.6% | +12.2% | -1.6% | +5.7% |
| 3M | +12.9% | +0.6% | +12.3% | +12.5% |
| 6M | +50.6% | +21.0% | +29.6% | +39.5% |
| YTD | +23.2% | +12.4% | +10.8% | +16.3% |
| 1Y | +25.3% | +25.4% | -0.2% | +13.2% |
| 3Y | +47.1% | +29.2% | +17.9% | +27.7% |
| 5Y | +50.1% | +52.6% | -2.5% | +17.2% |
| All | +319.9% | +53.0% | +266.9% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling