+892.4%
APP vs OMC
+23.9%
+868.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.2% |
| 7D | +71.2% | +6.3% | +64.9% | +67.4% |
| 30D | +39.1% | +15.4% | +23.7% | +31.8% |
| 3M | +16.5% | +5.8% | +10.8% | +13.7% |
| 6M | -16.6% | +14.7% | -31.2% | -21.6% |
| YTD | -41.9% | +10.3% | -52.2% | -44.9% |
| 1Y | -37.0% | +23.2% | -60.3% | -43.3% |
| 3Y | +892.4% | +24.6% | +867.8% | +688.6% |
| All | +892.4% | +23.9% | +868.5% | +688.6% |
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