+365.7%
ALAB vs ON
-3.5%
+369.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.4% | -2.5% | -4.3% |
| 7D | +3.2% | -2.2% | +5.4% | +4.7% |
| 30D | -13.6% | -12.4% | -1.1% | -6.3% |
| 3M | -16.6% | -41.2% | +24.6% | +11.3% |
| 6M | +142.3% | +25.0% | +117.3% | +119.4% |
| YTD | +73.6% | +31.3% | +42.4% | +48.9% |
| 1Y | +33.7% | +45.4% | -11.8% | +8.1% |
| All | +365.7% | -3.5% | +369.1% | +307.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling