-36.9%
BAX vs OMC
+29.9%
-66.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.8% |
| 7D | -5.1% | -4.2% | -0.9% | -3.9% |
| 30D | -12.2% | -7.5% | -4.7% | -10.1% |
| 3M | +21.8% | +4.6% | +17.2% | +19.7% |
| 6M | +36.3% | -4.8% | +41.1% | +37.8% |
| YTD | +27.8% | -1.0% | +28.8% | +26.8% |
| 1Y | -0.1% | +3.8% | -3.9% | -2.6% |
| 3Y | -33.3% | +10.2% | -43.5% | -36.5% |
| 5Y | -67.1% | +29.7% | -96.8% | -70.7% |
| 10Y | -36.9% | +32.3% | -69.2% | -47.4% |
| All | -36.9% | +29.9% | -66.8% | -47.4% |
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 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