+11.3%
OMC vs AUR
-35.0%
+46.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.2% | +11.1% | -15.3% | -4.9% |
| 30D | -7.5% | -6.9% | -0.6% | -7.2% |
| 3M | +4.6% | +5.5% | -0.9% | +3.9% |
| 6M | -4.8% | +41.0% | -45.8% | -8.0% |
| YTD | -1.0% | +69.3% | -70.3% | -5.6% |
| 1Y | +3.8% | +14.0% | -10.2% | +1.4% |
| 3Y | +10.2% | +90.1% | -79.8% | -1.4% |
| 5Y | +29.7% | -34.4% | +64.1% | +8.9% |
| All | +11.3% | -35.0% | +46.3% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling