+24.4%
ALAB vs ON
+41.9%
-17.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -7.5% | -4.1% | -3.3% | -3.5% |
| 30D | -36.8% | -10.2% | -26.6% | -30.7% |
| 3M | -31.9% | -12.7% | -19.1% | -24.1% |
| 6M | +8.2% | -32.5% | +40.8% | +39.3% |
| YTD | +29.9% | +28.6% | +1.4% | +16.2% |
| 1Y | +24.4% | +43.4% | -19.0% | +4.0% |
| All | +24.4% | +41.9% | -17.5% | +4.0% |
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