+65.2%
ALAB vs ON
+56.1%
+9.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +9.1% |
| 7D | +7.2% | +2.4% | +4.8% | +5.8% |
| 30D | -2.5% | -3.3% | +0.8% | -0.2% |
| 3M | -13.3% | -43.6% | +30.3% | +18.6% |
| 6M | +172.8% | +19.0% | +153.9% | +162.3% |
| YTD | +86.6% | +37.4% | +49.2% | +61.6% |
| 1Y | +65.2% | +54.8% | +10.4% | +39.4% |
| All | +65.2% | +56.1% | +9.0% | +39.4% |
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