-4.1%
APA vs OMC
+35.0%
-39.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.6% |
| 7D | +0.8% | -6.2% | +7.0% | +4.7% |
| 30D | +9.6% | -7.6% | +17.2% | +14.4% |
| 3M | +18.0% | +7.4% | +10.6% | +9.9% |
| 6M | +41.9% | +0.1% | +41.7% | +37.0% |
| YTD | +86.3% | +0.4% | +85.9% | +75.7% |
| 1Y | +97.9% | +7.8% | +90.1% | +75.2% |
| 3Y | +12.8% | +11.8% | +1.0% | -7.5% |
| 5Y | +177.2% | +32.5% | +144.8% | +83.4% |
| All | -4.1% | +35.0% | -39.1% | -36.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling