+365.7%
ALAB vs OMC
-5.8%
+371.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.1% | -6.9% |
| 7D | +3.2% | -5.8% | +9.0% | +3.3% |
| 30D | -13.6% | -4.8% | -8.7% | -13.5% |
| 3M | -16.6% | +9.2% | -25.8% | -17.6% |
| 6M | +142.3% | -2.5% | +144.8% | +144.9% |
| YTD | +73.6% | +2.6% | +71.1% | +72.0% |
| 1Y | +33.7% | +5.9% | +27.7% | +30.9% |
| All | +365.7% | -5.8% | +371.5% | +364.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling