+33.4%
OMC vs AVAV
+516.1%
-482.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.1% |
| 7D | -5.8% | +3.2% | -9.0% | -6.1% |
| 30D | -4.8% | -20.3% | +15.5% | -2.7% |
| 3M | +9.2% | -19.4% | +28.7% | +10.8% |
| 6M | -2.5% | -35.3% | +32.8% | +0.6% |
| YTD | +2.6% | -38.5% | +41.1% | +5.3% |
| 1Y | +5.9% | -37.2% | +43.1% | +7.2% |
| 3Y | +14.2% | +31.1% | -16.9% | 0.0% |
| 5Y | +33.2% | +41.0% | -7.8% | +11.4% |
| 10Y | +33.4% | +508.8% | -475.4% | -11.1% |
| All | +33.4% | +516.1% | -482.7% | -11.1% |
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