-1.5%
BAC vs OMC
+24.5%
-26.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.3% | +3.5% |
| 7D | +1.5% | +12.5% | -11.0% | +0.4% |
| 30D | -4.4% | +16.3% | -20.7% | -5.7% |
| 3M | -17.5% | +8.1% | -25.6% | -18.2% |
| 6M | -0.1% | +17.2% | -17.2% | -1.9% |
| YTD | -4.6% | +11.8% | -16.4% | -6.2% |
| 1Y | -1.5% | +23.9% | -25.4% | -3.6% |
| All | -1.5% | +24.5% | -26.0% | -3.6% |
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 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