+391.7%
APP vs OMC
+25.8%
+365.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.6% |
| 7D | +0.9% | -6.4% | +7.3% | +4.3% |
| 30D | -23.3% | +1.1% | -24.4% | -24.2% |
| 3M | -42.6% | +10.4% | -53.1% | -46.6% |
| 6M | -33.6% | -1.7% | -31.9% | -33.9% |
| YTD | -52.4% | +4.4% | -56.9% | -54.8% |
| 1Y | -35.9% | +8.4% | -44.3% | -41.4% |
| 3Y | +642.2% | +14.4% | +627.8% | +521.3% |
| 5Y | +311.1% | +33.9% | +277.2% | +208.6% |
| All | +391.7% | +25.8% | +365.9% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling