+8.6%
ALB vs OMC
+24.5%
-15.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.2% | +0.1% | +5.1% |
| 7D | -2.1% | +12.5% | -14.6% | -2.5% |
| 30D | -9.0% | +16.3% | -25.3% | -9.5% |
| 3M | -21.1% | +8.1% | -29.2% | -21.3% |
| 6M | -49.9% | +17.2% | -67.1% | -50.4% |
| YTD | -32.3% | +11.8% | -44.0% | -32.7% |
| 1Y | +8.6% | +23.9% | -15.3% | +5.0% |
| All | +8.6% | +24.5% | -15.9% | +5.0% |
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