+29.2%
OMC vs AVAV
-3.9%
+33.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.1% | +1.4% |
| 7D | +1.9% | +4.2% | -2.4% | +1.7% |
| 30D | +12.2% | -2.6% | +14.8% | +12.2% |
| 3M | +0.6% | -38.0% | +38.6% | +1.8% |
| 6M | +21.0% | -27.0% | +48.0% | +21.7% |
| YTD | +12.4% | -51.4% | +63.8% | +14.2% |
| 1Y | +25.4% | -60.2% | +85.6% | +27.9% |
| 3Y | +29.2% | -6.7% | +35.8% | +21.5% |
| All | +29.2% | -3.9% | +33.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling