-10.6%
BA vs OMC
+24.5%
-35.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +1.3% |
| 7D | +5.9% | +12.5% | -6.6% | +3.9% |
| 30D | -8.2% | +16.3% | -24.4% | -10.3% |
| 3M | -25.4% | +8.1% | -33.4% | -26.5% |
| 6M | -20.0% | +17.2% | -37.2% | -22.0% |
| YTD | -18.5% | +11.8% | -30.2% | -19.4% |
| 1Y | -10.6% | +23.9% | -34.6% | -11.5% |
| All | -10.6% | +24.5% | -35.2% | -11.5% |
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