+190.5%
OMC vs AVAV
+351.0%
-160.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.3% | -2.2% |
| 7D | +6.3% | -10.6% | +16.9% | +7.6% |
| 30D | +15.4% | -18.8% | +34.2% | +18.2% |
| 3M | +5.8% | -34.1% | +39.9% | +11.2% |
| 6M | +14.7% | -35.3% | +50.0% | +19.2% |
| YTD | +10.3% | -53.4% | +63.7% | +17.8% |
| 1Y | +23.2% | -65.6% | +88.9% | +37.0% |
| 3Y | +24.6% | -5.1% | +29.7% | +11.5% |
| 5Y | +50.1% | +18.5% | +31.6% | +23.8% |
| 10Y | +54.3% | +369.8% | -315.6% | -9.7% |
| All | +190.5% | +351.0% | -160.6% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling