+33.2%
OMC vs APD
+26.2%
+7.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -5.8% | -2.5% | -3.3% | -5.0% |
| 30D | -4.8% | -1.9% | -2.9% | -4.3% |
| 3M | +9.2% | +8.2% | +1.0% | +6.2% |
| 6M | -2.5% | +10.7% | -13.2% | -6.1% |
| YTD | +2.6% | +22.9% | -20.4% | -5.3% |
| 1Y | +5.9% | +5.8% | +0.2% | +2.9% |
| 3Y | +14.2% | +7.8% | +6.4% | +8.6% |
| 5Y | +33.2% | +26.1% | +7.1% | +6.4% |
| All | +33.2% | +26.2% | +7.0% | +6.4% |
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