+49.6%
OMC vs APD
+11.0%
+38.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +6.3% | -3.7% | +10.0% | +7.6% |
| 30D | +15.4% | +9.6% | +5.8% | +12.1% |
| 3M | +5.8% | +1.6% | +4.1% | +5.2% |
| 6M | +14.7% | +2.2% | +12.5% | +13.6% |
| YTD | +10.3% | +25.9% | -15.6% | +1.2% |
| 1Y | +23.2% | +20.1% | +3.1% | +14.6% |
| 3Y | +24.6% | +12.4% | +12.2% | +16.8% |
| All | +49.6% | +11.0% | +38.6% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling