+57.0%
OMC vs APD
+187.0%
-130.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +6.8% | -0.2% | +7.0% | +6.9% |
| 30D | +16.2% | +11.0% | +5.1% | +11.2% |
| 3M | +6.0% | +1.3% | +4.7% | +5.3% |
| 6M | +17.7% | +6.4% | +11.4% | +14.2% |
| YTD | +13.5% | +28.9% | -15.5% | +0.3% |
| 1Y | +27.2% | +23.2% | +4.0% | +14.4% |
| 3Y | +30.4% | +26.3% | +4.1% | +12.8% |
| 5Y | +53.5% | +12.0% | +41.5% | +36.5% |
| 10Y | +57.0% | +183.2% | -126.2% | -9.2% |
| All | +57.0% | +187.0% | -130.0% | -9.2% |
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