-39.3%
APP vs OMC
+24.9%
-64.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +61.1% | +6.8% | +54.3% | +58.4% |
| 30D | +42.8% | +16.2% | +26.6% | +37.4% |
| 3M | +16.7% | +6.0% | +10.6% | +14.4% |
| 6M | -15.6% | +17.7% | -33.3% | -19.7% |
| YTD | -41.3% | +13.5% | -54.8% | -46.7% |
| 1Y | -39.3% | +27.2% | -66.5% | -42.7% |
| All | -39.3% | +24.9% | -64.2% | -42.7% |
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 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