+237.7%
BAC vs OMC
+56.4%
+181.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.1% | +6.8% | -4.8% | -1.4% |
| 30D | -6.7% | +16.2% | -22.9% | -14.0% |
| 3M | -20.2% | +6.0% | -26.3% | -23.2% |
| 6M | -0.2% | +17.7% | -17.9% | -10.2% |
| YTD | -6.4% | +13.5% | -19.8% | -15.8% |
| 1Y | -3.1% | +27.2% | -30.3% | -19.0% |
| 3Y | +96.7% | +30.4% | +66.3% | +54.8% |
| 5Y | +21.3% | +53.5% | -32.2% | -18.7% |
| 10Y | +237.7% | +57.0% | +180.7% | +107.3% |
| All | +237.7% | +56.4% | +181.3% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling