+23.9%
OMC vs AVAV
-68.0%
+92.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.3% | +13.6% | +5.4% |
| 7D | +12.5% | -10.1% | +22.6% | +12.7% |
| 30D | +16.3% | -18.7% | +35.0% | +16.8% |
| 3M | +8.1% | -33.0% | +41.1% | +8.9% |
| 6M | +17.2% | -37.2% | +54.3% | +18.2% |
| YTD | +11.8% | -53.2% | +64.9% | +18.5% |
| 1Y | +23.9% | -69.0% | +92.9% | +26.8% |
| All | +23.9% | -68.0% | +92.0% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling