+257.6%
ALAB vs ON
-3.5%
+261.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -0.4% |
| 7D | +16.3% | +12.2% | +4.1% | +8.6% |
| 30D | -26.1% | -3.1% | -23.0% | -23.3% |
| 3M | -31.3% | -12.9% | -18.4% | -24.2% |
| 6M | -1.0% | -38.6% | +37.6% | +31.3% |
| YTD | +33.3% | +31.2% | +2.1% | +16.1% |
| 1Y | +53.5% | +47.6% | +5.9% | +25.6% |
| All | +257.6% | -3.5% | +261.1% | +217.8% |
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 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