-8.3%
ADP vs OMC
+2.6%
-10.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.1% |
| 7D | -5.7% | -4.2% | -1.4% | -4.3% |
| 30D | -3.1% | -7.5% | +4.4% | -0.7% |
| 3M | +15.6% | +4.6% | +11.0% | +13.9% |
| 6M | +20.8% | -4.8% | +25.6% | +21.5% |
| YTD | +4.7% | -1.0% | +5.8% | +4.9% |
| 1Y | -8.3% | +3.8% | -12.1% | -9.1% |
| All | -8.3% | +2.6% | -10.9% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling