+207.4%
ALAB vs ON
-14.0%
+221.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.0% |
| 7D | -26.3% | -11.7% | -14.6% | -19.6% |
| 30D | -50.1% | -23.3% | -26.8% | -40.4% |
| 3M | -42.5% | -19.2% | -23.3% | -33.6% |
| 6M | -10.8% | -40.1% | +29.3% | +21.0% |
| YTD | +14.6% | +16.9% | -2.3% | +6.9% |
| 1Y | +17.1% | +29.7% | -12.6% | +3.4% |
| All | +207.4% | -14.0% | +221.5% | +192.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling