+1,470.1%
BA vs OMC
+6,349.0%
-4,878.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +1.1% | +6.3% | -5.2% | -1.5% |
| 30D | -7.9% | +15.4% | -23.3% | -13.3% |
| 3M | -25.3% | +5.8% | -31.1% | -27.3% |
| 6M | -24.6% | +14.7% | -39.3% | -29.4% |
| YTD | -20.1% | +10.3% | -30.4% | -25.2% |
| 1Y | -11.8% | +23.2% | -35.0% | -21.5% |
| 3Y | -10.1% | +24.6% | -34.7% | -22.8% |
| 5Y | -22.7% | +50.1% | -72.8% | -39.4% |
| 10Y | +35.1% | +54.3% | -19.2% | +4.8% |
| All | +1,470.1% | +6,349.0% | -4,878.9% | +389.4% |
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