+8.8%
APH vs OMC
+22.0%
-13.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.0% |
| 7D | -5.9% | +6.3% | -12.2% | -5.0% |
| 30D | -14.8% | +15.4% | -30.2% | -13.1% |
| 3M | -12.4% | +5.8% | -18.2% | -11.4% |
| 6M | +8.1% | +14.7% | -6.6% | +9.5% |
| YTD | +10.9% | +10.3% | +0.6% | +11.7% |
| 1Y | +8.8% | +23.2% | -14.5% | +9.0% |
| All | +8.8% | +22.0% | -13.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling