+10,816.5%
ADP vs OMC
+6,006.3%
+4,810.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.2% |
| 7D | -3.4% | -6.4% | +3.0% | -1.2% |
| 30D | +2.8% | +1.1% | +1.7% | +2.3% |
| 3M | +20.9% | +10.4% | +10.5% | +16.4% |
| 6M | +29.9% | -1.7% | +31.6% | +30.2% |
| YTD | +9.6% | +4.4% | +5.2% | +6.7% |
| 1Y | -5.3% | +8.4% | -13.7% | -9.4% |
| 3Y | +16.5% | +14.4% | +2.1% | +7.2% |
| 5Y | +49.4% | +33.9% | +15.5% | +27.0% |
| 10Y | +282.2% | +34.9% | +247.3% | +211.8% |
| All | +10,816.5% | +6,006.3% | +4,810.3% | +3,017.6% |
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