+887.9%
APP vs OMC
+29.7%
+858.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.4% |
| 7D | +4.6% | +1.9% | +2.7% | +3.9% |
| 30D | +56.0% | +12.2% | +43.8% | +49.6% |
| 3M | +30.8% | +0.6% | +30.2% | +30.1% |
| 6M | -9.8% | +21.0% | -30.8% | -17.0% |
| YTD | -39.3% | +12.4% | -51.6% | -42.7% |
| 1Y | -26.4% | +25.4% | -51.9% | -34.0% |
| 3Y | +887.9% | +29.2% | +858.7% | +697.6% |
| All | +887.9% | +29.7% | +858.3% | +697.6% |
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