+2,885.9%
ALB vs OMC
+2,690.4%
+195.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -2.0% | -3.3% |
| 7D | -8.1% | -6.4% | -1.7% | -5.4% |
| 30D | +6.3% | +1.1% | +5.1% | +5.5% |
| 3M | -23.6% | +10.4% | -34.0% | -27.8% |
| 6M | -24.6% | -1.7% | -22.9% | -25.0% |
| YTD | -10.3% | +4.4% | -14.7% | -14.9% |
| 1Y | +61.5% | +8.4% | +53.0% | +48.8% |
| 3Y | -34.0% | +14.4% | -48.4% | -40.6% |
| 5Y | -44.6% | +33.9% | -78.5% | -54.2% |
| 10Y | +76.1% | +34.9% | +41.2% | +40.4% |
| All | +2,885.9% | +2,690.4% | +195.5% | +1,072.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling