-22.1%
BA vs OMC
+49.2%
-71.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.1% | +6.3% | -5.2% | -1.1% |
| 30D | -7.9% | +15.4% | -23.3% | -12.5% |
| 3M | -25.3% | +5.8% | -31.1% | -27.0% |
| 6M | -24.6% | +14.7% | -39.3% | -28.7% |
| YTD | -20.1% | +10.3% | -30.4% | -24.0% |
| 1Y | -11.8% | +23.2% | -35.0% | -20.1% |
| 3Y | -10.1% | +24.6% | -34.7% | -24.5% |
| All | -22.1% | +49.2% | -71.3% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling