+2,150.3%
ALB vs OMC
+2,863.1%
-712.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -2.9% | +10.6% | -13.5% | -7.6% |
| 3M | -25.8% | +2.6% | -28.4% | -27.2% |
| 6M | -53.6% | +16.6% | -70.2% | -57.5% |
| YTD | -32.4% | +10.9% | -43.3% | -37.9% |
| 1Y | -13.0% | +22.1% | -35.1% | -24.0% |
| 3Y | -15.0% | +27.5% | -42.5% | -27.8% |
| 5Y | -63.5% | +50.6% | -114.1% | -71.5% |
| 10Y | +34.7% | +51.7% | -16.9% | +1.4% |
| All | +2,150.3% | +2,863.1% | -712.8% | +755.2% |
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