+1,041.3%
APH vs OMC
+32.3%
+1,009.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +0.2% | -5.8% | +6.0% | +2.2% |
| 30D | -3.3% | -4.8% | +1.5% | -1.9% |
| 3M | +14.0% | +9.2% | +4.8% | +8.8% |
| 6M | +24.4% | -2.5% | +26.9% | +23.6% |
| YTD | +21.4% | +2.6% | +18.9% | +17.0% |
| 1Y | +48.9% | +5.9% | +43.0% | +40.4% |
| 3Y | +290.1% | +14.2% | +275.9% | +248.3% |
| 5Y | +352.8% | +33.2% | +319.6% | +269.6% |
| 10Y | +1,041.3% | +33.4% | +1,007.9% | +776.5% |
| All | +1,041.3% | +32.3% | +1,009.0% | +776.5% |
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 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