+48.3%
APO vs OMC
+28.0%
+20.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.4% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +4.4% | +10.6% | -6.3% | +0.5% |
| 3M | -12.1% | +2.6% | -14.7% | -13.0% |
| 6M | -7.2% | +16.6% | -23.9% | -13.0% |
| YTD | -15.1% | +10.9% | -26.0% | -18.8% |
| 1Y | -7.7% | +22.1% | -29.7% | -16.2% |
| All | +48.3% | +28.0% | +20.3% | +37.7% |
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