+30.2%
OMC vs AUR
-35.1%
+65.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.7% |
| 7D | -4.4% | +1.4% | -5.8% | -4.5% |
| 30D | -7.6% | -6.4% | -1.2% | -7.3% |
| 3M | +4.5% | +7.7% | -3.2% | +3.6% |
| 6M | -0.3% | +44.5% | -44.8% | -3.7% |
| YTD | -0.1% | +67.4% | -67.6% | -4.7% |
| 1Y | +4.6% | +15.4% | -10.8% | +2.1% |
| 3Y | +10.5% | +94.8% | -84.4% | -1.3% |
| All | +30.2% | -35.1% | +65.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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