+15.1%
OMC vs ADVB
-97.1%
+112.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -9.9% | 0.0% |
| 7D | +1.6% | +10.5% | -8.9% | +1.5% |
| 30D | +15.3% | -56.0% | +71.3% | +15.8% |
| 3M | +4.5% | -70.1% | +74.6% | +5.1% |
| 6M | +20.8% | -53.7% | +74.5% | +19.6% |
| YTD | +13.5% | -60.3% | +73.8% | +12.0% |
| 1Y | +25.2% | -73.1% | +98.4% | +24.7% |
| All | +15.1% | -97.1% | +112.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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