+40.1%
ALAB vs OMC
+2.6%
+37.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +3.1% |
| 7D | +9.6% | -4.2% | +13.9% | +8.4% |
| 30D | -5.3% | -7.5% | +2.2% | -7.1% |
| 3M | -12.0% | +4.6% | -16.7% | -10.6% |
| 6M | +145.7% | -4.8% | +150.6% | +151.2% |
| YTD | +80.7% | -1.0% | +81.7% | +75.2% |
| 1Y | +40.1% | +3.8% | +36.3% | +36.9% |
| All | +40.1% | +2.6% | +37.5% | +36.9% |
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