+291.1%
APH vs OMC
+14.6%
+276.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | +5.0% | -6.4% | +11.4% | +5.9% |
| 30D | -3.9% | +1.1% | -5.0% | -4.2% |
| 3M | +13.0% | +10.4% | +2.6% | +10.0% |
| 6M | +25.2% | -1.7% | +26.9% | +25.0% |
| YTD | +22.9% | +4.4% | +18.5% | +20.9% |
| 1Y | +47.8% | +8.4% | +39.4% | +43.0% |
| All | +291.1% | +14.6% | +276.5% | +255.4% |
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 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