+209.9%
ON vs ALB
+1,711.3%
-1,501.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +3.3% |
| 7D | +2.4% | -8.1% | +10.5% | +6.8% |
| 30D | -3.3% | +6.3% | -9.6% | -7.1% |
| 3M | -43.6% | -23.6% | -20.0% | -35.1% |
| 6M | +19.0% | -24.6% | +43.6% | +35.4% |
| YTD | +37.4% | -10.3% | +47.6% | +39.4% |
| 1Y | +54.8% | +61.5% | -6.7% | +9.9% |
| 3Y | -25.2% | -34.0% | +8.8% | -22.9% |
| 5Y | +62.7% | -44.6% | +107.3% | +75.2% |
| 10Y | +574.3% | +76.1% | +498.2% | +217.3% |
| All | +209.9% | +1,711.3% | -1,501.4% | -68.3% |
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 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