+45.7%
APA vs OMC
+28.0%
+17.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.5% |
| 7D | +9.6% | -0.3% | +9.9% | +9.6% |
| 30D | -0.2% | +10.6% | -10.9% | -2.9% |
| 3M | +19.8% | +2.6% | +17.2% | +18.6% |
| 6M | +30.1% | +16.6% | +13.4% | +22.8% |
| YTD | +100.4% | +10.9% | +89.5% | +91.1% |
| 1Y | +105.2% | +22.1% | +83.1% | +86.9% |
| All | +45.7% | +28.0% | +17.7% | +7.8% |
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