+24.5%
ALAB vs ON
+41.6%
-17.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.6% | -3.2% |
| 7D | -24.9% | -5.8% | -19.1% | -21.4% |
| 30D | -38.4% | -17.1% | -21.3% | -29.7% |
| 3M | -38.3% | -11.8% | -26.5% | -32.4% |
| 6M | +10.9% | -30.2% | +41.1% | +38.4% |
| YTD | +34.2% | +31.6% | +2.6% | +14.0% |
| 1Y | +24.5% | +47.6% | -23.0% | -2.8% |
| All | +24.5% | +41.6% | -17.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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