+61.5%
ALB vs OMC
+9.8%
+51.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -2.0% | -4.5% |
| 7D | -8.1% | -6.4% | -1.7% | -8.0% |
| 30D | +6.3% | +1.1% | +5.1% | +6.4% |
| 3M | -23.6% | +10.4% | -34.0% | -23.7% |
| 6M | -24.6% | -1.7% | -22.9% | -25.4% |
| YTD | -10.3% | +4.4% | -14.7% | -11.0% |
| 1Y | +61.5% | +8.4% | +53.0% | +55.9% |
| All | +61.5% | +9.8% | +51.7% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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