-32.0%
BAX vs OMC
+12.9%
-44.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.0% |
| 7D | -2.4% | -5.8% | +3.3% | -0.2% |
| 30D | -9.7% | -4.8% | -4.9% | -8.1% |
| 3M | +29.3% | +9.2% | +20.0% | +24.0% |
| 6M | +40.7% | -2.5% | +43.1% | +41.1% |
| YTD | +30.3% | +2.6% | +27.7% | +27.4% |
| 1Y | +3.4% | +5.9% | -2.6% | -1.1% |
| 3Y | -32.0% | +14.2% | -46.2% | -41.8% |
| All | -32.0% | +12.9% | -44.9% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling