+500.0%
APP vs OMC
+32.9%
+467.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.3% |
| 7D | +71.2% | +6.3% | +64.9% | +65.5% |
| 30D | +39.1% | +15.4% | +23.7% | +28.2% |
| 3M | +16.5% | +5.8% | +10.8% | +12.2% |
| 6M | -16.6% | +14.7% | -31.2% | -24.3% |
| YTD | -41.9% | +10.3% | -52.2% | -46.6% |
| 1Y | -37.0% | +23.2% | -60.3% | -46.6% |
| 3Y | +892.4% | +24.6% | +867.8% | +684.2% |
| 5Y | +297.3% | +50.1% | +247.2% | +187.3% |
| All | +500.0% | +32.9% | +467.2% | +322.1% |
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 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