+33.2%
OMC vs BAH
-2.8%
+36.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.8% | -4.3% | -1.4% | -4.9% |
| 30D | -4.8% | -4.5% | -0.4% | -3.9% |
| 3M | +9.2% | -7.6% | +16.8% | +10.7% |
| 6M | -2.5% | -10.6% | +8.1% | -0.8% |
| YTD | +2.6% | -12.6% | +15.1% | +4.6% |
| 1Y | +5.9% | -27.0% | +32.9% | +10.9% |
| 3Y | +14.2% | -31.5% | +45.7% | +18.0% |
| 5Y | +33.2% | -3.8% | +37.1% | +31.7% |
| All | +33.2% | -2.8% | +36.1% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling