+222.9%
OMC vs BAH
+1,084.3%
-861.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +6.8% | +0.5% | +6.4% | +6.7% |
| 30D | +16.2% | +18.2% | -2.1% | +11.2% |
| 3M | +6.0% | +13.1% | -7.0% | +2.6% |
| 6M | +17.7% | +15.2% | +2.5% | +13.0% |
| YTD | +13.5% | +6.0% | +7.5% | +10.6% |
| 1Y | +27.2% | +3.1% | +24.1% | +24.5% |
| 3Y | +30.4% | -26.2% | +56.6% | +34.2% |
| 5Y | +53.5% | +9.3% | +44.2% | +40.4% |
| 10Y | +57.0% | +212.3% | -155.3% | +10.0% |
| All | +222.9% | +1,084.3% | -861.3% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling