+32.3%
OMC vs BAH
+186.6%
-154.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | -7.5% | -6.6% | -0.9% | -5.9% |
| 3M | +4.6% | -7.2% | +11.8% | +6.4% |
| 6M | -4.8% | -10.0% | +5.2% | -2.8% |
| YTD | -1.0% | -12.5% | +11.4% | +1.5% |
| 1Y | +3.8% | -27.9% | +31.8% | +11.0% |
| 3Y | +10.2% | -31.4% | +41.6% | +14.9% |
| 5Y | +29.7% | -3.2% | +33.0% | +20.1% |
| 10Y | +32.3% | +191.5% | -159.2% | -1.2% |
| All | +32.3% | +186.6% | -154.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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