+24.5%
ALAB vs OMC
+24.5%
0.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.2% | -9.6% | -2.6% |
| 7D | -24.9% | +12.5% | -37.4% | -21.6% |
| 30D | -38.4% | +16.3% | -54.7% | -35.0% |
| 3M | -38.3% | +8.1% | -46.3% | -35.8% |
| 6M | +10.9% | +17.2% | -6.2% | +17.8% |
| YTD | +34.2% | +11.8% | +22.4% | +37.5% |
| 1Y | +24.5% | +23.9% | +0.6% | +24.7% |
| All | +24.5% | +24.5% | 0.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling