-11.5%
BA vs OMC
+24.4%
-35.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -1.7% | +5.4% | -7.1% | -2.6% |
| 30D | -9.5% | +15.7% | -25.2% | -11.6% |
| 3M | -26.5% | +4.9% | -31.4% | -27.3% |
| 6M | -27.4% | +17.3% | -44.6% | -29.3% |
| YTD | -20.6% | +13.0% | -33.6% | -21.6% |
| All | -11.5% | +24.4% | -35.9% | -12.7% |
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