+43.3%
ADP vs OMC
+29.2%
+14.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | +1.1% | +5.4% | -4.3% | -0.6% |
| 30D | +11.5% | +15.7% | -4.2% | +6.5% |
| 3M | +12.0% | +4.9% | +7.2% | +10.2% |
| 6M | +43.8% | +17.3% | +26.5% | +36.6% |
| YTD | +20.1% | +13.0% | +7.0% | +14.9% |
| 1Y | +22.3% | +24.1% | -1.8% | +14.0% |
| 3Y | +43.3% | +31.2% | +12.1% | +29.1% |
| All | +43.3% | +29.2% | +14.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling