-4.4%
ON vs ALB
-16.8%
+12.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -11.7% | +9.1% | -20.7% | -14.9% |
| 30D | -23.3% | -3.4% | -19.9% | -22.4% |
| 3M | -19.2% | -20.6% | +1.4% | -12.5% |
| 6M | -40.1% | -48.2% | +8.0% | -23.3% |
| YTD | +16.9% | -29.2% | +46.2% | +29.5% |
| 1Y | +29.7% | +10.0% | +19.7% | +19.1% |
| 3Y | -4.4% | -12.9% | +8.5% | -16.2% |
| All | -4.4% | -16.8% | +12.4% | -16.2% |
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