+6.6%
ON vs ALB
-14.4%
+21.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.1% |
| 7D | +12.2% | -5.8% | +18.0% | +14.8% |
| 30D | -3.1% | -4.5% | +1.4% | -1.6% |
| 3M | -12.9% | -28.1% | +15.2% | -1.9% |
| 6M | -38.6% | -53.2% | +14.6% | -18.2% |
| YTD | +31.2% | -33.3% | +64.5% | +48.7% |
| 1Y | +47.6% | -17.4% | +65.1% | +52.7% |
| 3Y | +6.6% | -14.1% | +20.8% | -5.3% |
| All | +6.6% | -14.4% | +21.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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