-42.5%
ALB vs OMC
+32.6%
-75.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.5% |
| 7D | -4.4% | -5.8% | +1.4% | -1.9% |
| 30D | -1.2% | -4.8% | +3.6% | +0.9% |
| 3M | -13.3% | +9.2% | -22.5% | -18.2% |
| 6M | -19.8% | -2.5% | -17.3% | -19.9% |
| YTD | -7.9% | +2.6% | -10.5% | -12.0% |
| 1Y | +60.2% | +5.9% | +54.2% | +47.8% |
| 3Y | -26.4% | +14.2% | -40.6% | -37.2% |
| 5Y | -42.5% | +33.2% | -75.8% | -55.6% |
| All | -42.5% | +32.6% | -75.2% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling