+355.9%
APH vs OMC
+33.9%
+322.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.5% |
| 7D | +5.0% | -6.4% | +11.4% | +6.8% |
| 30D | -3.9% | +1.1% | -5.0% | -4.4% |
| 3M | +13.0% | +10.4% | +2.6% | +8.4% |
| 6M | +25.2% | -1.7% | +26.9% | +24.5% |
| YTD | +22.9% | +4.4% | +18.5% | +18.9% |
| 1Y | +47.8% | +8.4% | +39.4% | +39.9% |
| 3Y | +283.0% | +14.4% | +268.6% | +244.4% |
| All | +355.9% | +33.9% | +322.0% | +262.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling