+73.6%
BA vs OMC
+34.7%
+38.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.2% |
| 7D | +1.2% | -6.4% | +7.6% | +4.8% |
| 30D | -11.6% | +1.1% | -12.7% | -12.6% |
| 3M | -2.4% | +10.4% | -12.8% | -8.7% |
| 6M | -6.6% | -1.7% | -4.9% | -6.9% |
| YTD | -2.2% | +4.4% | -6.7% | -7.8% |
| 1Y | -8.0% | +8.4% | -16.5% | -16.3% |
| 3Y | -5.0% | +14.4% | -19.4% | -21.6% |
| 5Y | -2.7% | +33.9% | -36.6% | -31.8% |
| All | +73.6% | +34.7% | +38.9% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling