+1,376.8%
BAC vs OMC
+6,006.3%
-4,629.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.3% |
| 7D | +1.1% | -6.4% | +7.5% | +4.6% |
| 30D | -0.4% | +1.1% | -1.5% | -1.4% |
| 3M | +16.9% | +10.4% | +6.5% | +9.4% |
| 6M | +26.6% | -1.7% | +28.3% | +25.8% |
| YTD | +15.8% | +4.4% | +11.3% | +8.9% |
| 1Y | +27.2% | +8.4% | +18.7% | +15.8% |
| 3Y | +132.4% | +14.4% | +118.0% | +99.8% |
| 5Y | +72.6% | +33.9% | +38.7% | +31.3% |
| 10Y | +389.7% | +34.9% | +354.9% | +260.4% |
| All | +1,376.8% | +6,006.3% | -4,629.4% | +126.8% |
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