+0.5%
OMC vs AHR
+360.2%
-359.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.4% |
| 7D | -6.2% | -3.0% | -3.2% | -5.9% |
| 30D | -7.6% | +2.6% | -10.2% | -7.8% |
| 3M | +7.4% | +16.0% | -8.6% | +5.8% |
| 6M | +0.1% | +3.1% | -2.9% | -0.2% |
| YTD | +0.4% | +16.0% | -15.6% | -1.6% |
| 1Y | +7.8% | +28.0% | -20.2% | +3.2% |
| All | +0.5% | +360.2% | -359.7% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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