+197.6%
OMC vs AVAV
+407.8%
-210.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.6% | -10.1% | +0.8% |
| 7D | +5.4% | +3.2% | +2.2% | +4.6% |
| 30D | +15.7% | -7.4% | +23.1% | +16.4% |
| 3M | +4.9% | -32.0% | +36.9% | +9.8% |
| 6M | +17.3% | -24.6% | +41.8% | +19.3% |
| YTD | +13.0% | -47.5% | +60.5% | +18.7% |
| 1Y | +24.1% | -61.5% | +85.6% | +35.7% |
| 3Y | +31.2% | +5.5% | +25.8% | +15.8% |
| 5Y | +53.4% | +35.7% | +17.6% | +24.0% |
| 10Y | +55.5% | +379.1% | -323.5% | -8.7% |
| All | +197.6% | +407.8% | -210.2% | +52.8% |
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 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