+1,480.5%
BA vs OMC
+6,536.5%
-5,056.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.4% | +1.6% | -3.0% | -2.0% |
| 30D | -7.9% | +15.3% | -23.2% | -13.3% |
| 3M | -25.2% | +4.5% | -29.6% | -26.8% |
| 6M | -26.7% | +20.8% | -47.5% | -32.9% |
| YTD | -19.6% | +13.5% | -33.1% | -25.6% |
| 1Y | -10.6% | +25.2% | -35.8% | -20.9% |
| 3Y | -11.2% | +30.5% | -41.7% | -25.2% |
| 5Y | -20.4% | +52.7% | -73.1% | -38.0% |
| 10Y | +26.8% | +55.2% | -28.5% | -2.1% |
| All | +1,480.5% | +6,536.5% | -5,056.0% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling