+32.3%
OMC vs APD
+162.9%
-130.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -4.2% | -4.6% | +0.4% | -2.3% |
| 30D | -7.5% | -4.2% | -3.3% | -5.9% |
| 3M | +4.6% | +5.0% | -0.3% | +2.2% |
| 6M | -4.8% | +8.9% | -13.8% | -8.9% |
| YTD | -1.0% | +21.9% | -22.9% | -10.3% |
| 1Y | +3.8% | +5.6% | -1.7% | -0.2% |
| 3Y | +10.2% | +6.9% | +3.3% | +2.5% |
| 5Y | +29.7% | +25.3% | +4.4% | +8.0% |
| 10Y | +32.3% | +169.1% | -136.8% | -22.5% |
| All | +32.3% | +162.9% | -130.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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