-16.2%
BA vs OMC
+29.7%
-45.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -1.1% | +1.9% | -3.0% | -1.5% |
| 30D | -7.1% | +12.2% | -19.3% | -9.3% |
| 3M | -25.5% | +0.6% | -26.1% | -25.8% |
| 6M | -28.7% | +21.0% | -49.7% | -31.6% |
| YTD | -21.0% | +12.4% | -33.4% | -23.1% |
| 1Y | -11.9% | +25.4% | -37.3% | -16.4% |
| 3Y | -16.2% | +29.2% | -45.3% | -24.7% |
| All | -16.2% | +29.7% | -45.8% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling