-12.9%
ALB vs OMC
+28.0%
-40.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -2.9% | +10.6% | -13.5% | -6.5% |
| 3M | -25.8% | +2.6% | -28.4% | -26.8% |
| 6M | -53.6% | +16.6% | -70.2% | -56.9% |
| YTD | -32.4% | +10.9% | -43.3% | -36.3% |
| 1Y | -13.0% | +22.1% | -35.1% | -23.2% |
| All | -12.9% | +28.0% | -40.9% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling