+24.6%
OMC vs APD
+11.7%
+12.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +6.3% | -3.7% | +10.0% | +7.3% |
| 30D | +15.4% | +9.6% | +5.8% | +12.9% |
| 3M | +5.8% | +1.6% | +4.1% | +5.3% |
| 6M | +14.7% | +2.2% | +12.5% | +14.0% |
| YTD | +10.3% | +25.9% | -15.6% | +3.2% |
| 1Y | +23.2% | +20.1% | +3.1% | +16.5% |
| 3Y | +24.6% | +12.4% | +12.2% | +18.1% |
| All | +24.6% | +11.7% | +12.9% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling