-43.0%
APP vs OMC
+5.6%
-48.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | +0.1% | -5.8% | +5.8% | +1.3% |
| 30D | -10.0% | -4.8% | -5.2% | -9.2% |
| 3M | -44.6% | +9.2% | -53.9% | -46.2% |
| 6M | -37.9% | -2.5% | -35.4% | -38.0% |
| YTD | -53.7% | +2.6% | -56.3% | -55.7% |
| 1Y | -43.0% | +5.9% | -48.9% | -44.1% |
| All | -43.0% | +5.6% | -48.6% | -44.1% |
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 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