-24.5%
ON vs ALB
-29.2%
+4.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.8% |
| 7D | +2.4% | -8.1% | +10.5% | +5.8% |
| 30D | -3.3% | +6.3% | -9.6% | -6.3% |
| 3M | -43.6% | -23.6% | -20.0% | -37.2% |
| 6M | +19.0% | -24.6% | +43.6% | +31.5% |
| YTD | +37.4% | -10.3% | +47.6% | +39.2% |
| 1Y | +54.8% | +61.5% | -6.7% | +18.5% |
| All | -24.5% | -29.2% | +4.7% | -26.5% |
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