+188.0%
ON vs ALB
+1,326.5%
-1,138.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.2% |
| 7D | -1.4% | +9.5% | -10.9% | -6.5% |
| 30D | -10.9% | -2.1% | -8.7% | -10.2% |
| 3M | -14.9% | -24.1% | +9.3% | -3.0% |
| 6M | -33.0% | -51.0% | +18.0% | -3.7% |
| YTD | +27.6% | -29.3% | +57.0% | +45.8% |
| 1Y | +44.5% | +3.2% | +41.3% | +33.0% |
| 3Y | +7.4% | -9.3% | +16.7% | -8.8% |
| 5Y | +18.7% | -61.6% | +80.4% | +55.0% |
| 10Y | +516.0% | +40.8% | +475.2% | +224.2% |
| All | +188.0% | +1,326.5% | -1,138.5% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling