-3.5%
APA vs OMC
+33.0%
-36.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +5.1% |
| 7D | +0.3% | -4.2% | +4.5% | +2.8% |
| 30D | +9.3% | -7.5% | +16.8% | +14.1% |
| 3M | +23.3% | +4.6% | +18.7% | +16.8% |
| 6M | +39.5% | -4.8% | +44.3% | +39.3% |
| YTD | +87.6% | -1.0% | +88.6% | +78.6% |
| 1Y | +114.2% | +3.8% | +110.4% | +94.3% |
| 3Y | +13.6% | +10.2% | +3.4% | -6.0% |
| 5Y | +175.6% | +29.7% | +145.9% | +85.1% |
| All | -3.5% | +33.0% | -36.5% | -35.4% |
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