+48.2%
OMC vs AVAV
+327.1%
-278.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | -0.3% | +18.4% | -18.7% | -2.0% |
| 30D | +10.6% | -4.9% | +15.6% | +10.9% |
| 3M | +2.6% | -37.7% | +40.2% | +7.0% |
| 6M | +16.6% | -28.4% | +45.0% | +18.8% |
| YTD | +10.9% | -50.0% | +60.9% | +15.8% |
| 1Y | +22.1% | -62.6% | +84.7% | +31.2% |
| 3Y | +27.5% | -0.6% | +28.1% | +14.9% |
| 5Y | +50.6% | +31.9% | +18.7% | +25.5% |
| All | +48.2% | +327.1% | -278.9% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling